News Corp GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.77%
increased by 1.64%
1 Week
29.49%
increased by 1.36%
1 Month
28.95%
increased by 0.82%
Analysis last updated: Friday, June 12, 2026 at 11:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4127 | 9.50 | |
| 0.1489 | 19.11 | |
| 0.7230 | 42.25 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
Other GARCH Analyses on Equities