News Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.94% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4229 | 9.87 | |
| 0.1484 | 19.31 | |
| 0.7199 | 45.94 | |
| 0.1215 | 1.95 |
Estimation Period:
Jun 19, 2013 to Feb 20, 2026
Jun 19, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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