News Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.22% (-5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3965 | 10.59 | |
| 0.1578 | 19.26 | |
| 0.7194 | 47.12 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities