V-Lab: Fox Corporation Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fox Corporation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.66% (+0.32%)

Analysis last updated: Friday, May 3, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8295	4.68
$α$	0.0929	7.01
$β$	0.8165	23.80
$γ_{1}$	0.0430	0.52
$γ_{2}$	-0.1397	-1.11
$γ_{3}$	0.0405	0.46
$γ_{4}$	0.2971	4.42
$γ_{5}$	-0.4552	-6.98
$γ_{6}$	0.2693	3.89
$γ_{7}$	-0.0290	-0.40
$γ_{8}$	0.0161	0.20
$γ_{9}$	-0.1382	-1.09
$γ_{10}$	0.1397	1.16

Estimation Period:
Mar 11, 1996 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts