News Corp EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.02%
increased by 2.83%
1 Week
29.88%
increased by 2.69%
1 Month
29.56%
increased by 2.37%
Analysis last updated: Friday, June 12, 2026 at 02:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1025 | 7.61 | |
| 0.1874 | 13.18 | |
| 0.9156 | 100.02 | |
| -0.0397 | -2.64 |
Estimation Period:
Jun 19, 2013 to Jun 5, 2026
Jun 19, 2013 to Jun 5, 2026
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