News Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.30% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 10.95 | |
| 0.2246 | 16.87 | |
| 0.9109 | 113.42 | |
| -0.0423 | -5.28 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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