V-Lab: News Corp APARCH Volatility Analysis

V-Lab

News Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:26.60% (-1.84%)

Analysis last updated: Tuesday, September 16, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3642	5.00
$α$	0.1417	13.72
$β$	0.7413	38.83
$γ$	0.1010	5.67
$δ$	1.8472	10.63

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts