News Corp AGARCH Volatility Analysis
Volatility prediction for Thursday, April 9th, 2026
1 Day
22.55%
increased by 0.62%
1 Week
24.03%
increased by 2.10%
1 Month
26.56%
increased by 4.63%
Analysis last updated: Wednesday, April 8, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4190 | 9.90 | |
| 0.1468 | 19.27 | |
| 0.7220 | 46.77 | |
| 0.1268 | 2.05 |
Estimation Period:
Jun 19, 2013 to Apr 2, 2026
Jun 19, 2013 to Apr 2, 2026
Other AGARCH Analyses on Equities