News Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:21.64% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4097 | 9.71 | |
| 0.1481 | 19.26 | |
| 0.7235 | 46.57 | |
| 0.0954 | 1.51 |
Estimation Period:
Jun 19, 2013 to Jan 16, 2026
Jun 19, 2013 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities