News Corp GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.18% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4159 | 9.43 | |
| 0.1499 | 19.04 | |
| 0.7222 | 41.83 |
Estimation Period:
Jun 19, 2013 to Mar 13, 2026
Jun 19, 2013 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities