News Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:31.42% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 7.77 | |
| 0.1896 | 13.27 | |
| 0.9152 | 98.97 | |
| -0.0372 | -2.44 |
Estimation Period:
Jun 19, 2013 to Feb 20, 2026
Jun 19, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities