V-Lab: News Corp AGARCH Volatility Analysis

V-Lab

News Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:25.15% (-1.74%)

Analysis last updated: Thursday, September 18, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4134	9.60
$α$	0.1481	18.96
$β$	0.7234	45.27
$γ$	0.0470	0.72

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts