News Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:20.57% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4151 | 9.67 | |
| 0.1475 | 19.12 | |
| 0.7226 | 45.84 | |
| 0.0956 | 1.51 |
Estimation Period:
Jun 19, 2013 to Jan 2, 2026
Jun 19, 2013 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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