News Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:33.60% (+6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4252 | 9.65 | |
| 0.1490 | 18.97 | |
| 0.7196 | 44.47 | |
| 0.0840 | 1.32 |
Estimation Period:
Jun 19, 2013 to Nov 7, 2025
Jun 19, 2013 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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