V-Lab: Fox Corporation AGARCH Volatility Analysis

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V-Lab

Fox Corporation AGARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.36% (-0.65%)

Analysis last updated: Friday, May 17, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1410	5.20
$α$	0.0839	24.60
$β$	0.8744	94.83
$γ$	0.6124	13.24

Estimation Period:
Mar 11, 1996 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts