News Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.93% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4181 | 9.40 | |
| 0.1510 | 19.04 | |
| 0.7206 | 41.27 |
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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