Fox Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.86% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9018 | 4.50 | |
| 0.0935 | 7.62 | |
| 0.8402 | 41.91 | |
| 0.0598 | 0.78 | |
| -0.1867 | -1.63 | |
| 0.1465 | 1.78 | |
| 0.1473 | 2.36 | |
| -0.3893 | -6.86 | |
| 0.3723 | 5.24 | |
| -0.2404 | -2.98 | |
| 0.2036 | 2.52 | |
| -0.2419 | -2.87 | |
| 0.2627 | 2.23 |
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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