V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:23.29% (-0.58%)
Analysis last updated: Tuesday, April 23, 2024 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4410 | 7.86 | |
| 0.1166 | 8.07 | |
| 0.7296 | 37.76 | |
| 0.0455 | 1.48 |
Estimation Period:
Jun 19, 2013 to Apr 19, 2024
Jun 19, 2013 to Apr 19, 2024