V-Lab: News Corp EGARCH Volatility Analysis

V-Lab

News Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:21.19% (-0.25%)

Analysis last updated: Monday, June 30, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	3.63
$α$	0.0723	6.89
$β$	0.9806	414.79
$γ$	-0.0452	-5.74

Estimation Period:
Jun 19, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts