V-Lab: Fox Corporation GJR-GARCH Volatility Analysis

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V-Lab

Fox Corporation GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:22.61% (-0.28%)

Analysis last updated: Tuesday, April 23, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1586	5.37
$α$	0.0467	11.46
$β$	0.8776	103.37
$γ$	0.0790	4.71

Estimation Period:
Mar 11, 1996 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts