News Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:22.46% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 4.05 | |
| 0.0778 | 7.14 | |
| 0.9784 | 406.50 | |
| -0.0448 | -5.40 |
Estimation Period:
Jun 19, 2013 to Dec 24, 2025
Jun 19, 2013 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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