News Corp AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.90%
decreased by 1.96%
1 Week
26.49%
decreased by 1.37%
1 Month
27.54%
decreased by 0.32%
Analysis last updated: Tuesday, June 16, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4152 | 9.95 | |
| 0.1451 | 19.19 | |
| 0.7237 | 47.84 | |
| 0.1566 | 2.59 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
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