V-Lab: News Corp GARCH Volatility Analysis

V-Lab

News Corp GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:26.91% (-2.10%)

Analysis last updated: Tuesday, September 16, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4066	9.03
$α$	0.1479	18.44
$β$	0.7264	41.44

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts