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V-Lab
V-Lab
News Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:29.98% (-0.75%)
Analysis last updated: Thursday, October 23, 2025 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp EGARCH
paramt-stat
ω0.02663.70
α0.07377.06
β0.9804418.09
γ-0.0451-5.63
Estimation Period:
Jun 19, 2013 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts