News Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:27.01% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 7.75 | |
| 0.1907 | 13.35 | |
| 0.9142 | 97.63 | |
| -0.0373 | -2.44 |
Estimation Period:
Jun 19, 2013 to Mar 6, 2026
Jun 19, 2013 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities