Fox Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.77% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 13.43 | |
| 0.0375 | 15.44 | |
| 0.9167 | 362.04 | |
| 0.0624 | 10.20 |
Estimation Period:
Mar 11, 1996 to Feb 6, 2026
Mar 11, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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