V-Lab: Fox Corporation APARCH Volatility Analysis

V-Lab

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V-Lab

Fox Corporation APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.47% (-0.66%)

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
$ω$	0.1248	4.46
$α$	0.0997	23.27
$β$	0.8726	71.96
$γ$	0.2686	13.85
$δ$	1.4619	16.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts