V-Lab: News Corp EGARCH Volatility Analysis

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V-Lab

News Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:27.50% (-0.69%)

Analysis last updated: Thursday, December 4, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	3.56
$α$	0.0722	7.07
$β$	0.9809	418.83
$γ$	-0.0454	-5.76

Estimation Period:
Jun 19, 2013 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts