Fox Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.27% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 13.43 | |
| 0.0380 | 15.43 | |
| 0.9148 | 353.88 | |
| 0.0649 | 10.39 |
Estimation Period:
Mar 11, 1996 to Feb 13, 2026
Mar 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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