News Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.22% (+11.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 7.75 | |
| 0.1893 | 13.18 | |
| 0.9160 | 100.11 | |
| -0.0378 | -2.48 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities