News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.12% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4260 | 8.85 | |
| 0.1136 | 8.55 | |
| 0.7216 | 42.46 | |
| 0.0657 | 2.19 |
Estimation Period:
Jun 19, 2013 to Feb 20, 2026
Jun 19, 2013 to Feb 20, 2026
News Impact Curve
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