V-Lab
V-Lab
News Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:23.31% (-1.13%)
Analysis last updated: Friday, March 21, 2025 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp AGARCH
paramt-stat
ω0.41939.48
α0.142118.19
β0.727943.77
γ-0.0208-0.30
Estimation Period:
Jun 19, 2013 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts