News Corp AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.20%
increased by 0.26%
1 Week
25.22%
increased by 1.28%
1 Month
27.01%
increased by 3.07%
Analysis last updated: Thursday, May 21, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4161 | 9.94 | |
| 0.1459 | 19.23 | |
| 0.7229 | 47.47 | |
| 0.1451 | 2.38 |
Estimation Period:
Jun 19, 2013 to May 15, 2026
Jun 19, 2013 to May 15, 2026
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