V-Lab: News Corp APARCH Volatility Analysis

V-Lab

News Corp APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:20.87% (-0.31%)

Analysis last updated: Thursday, July 3, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3775	4.94
$α$	0.1424	13.61
$β$	0.7374	37.43
$γ$	0.1025	5.77
$δ$	1.8608	10.60

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts