News Corp GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:20.86% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4143 | 9.14 | |
| 0.1487 | 18.66 | |
| 0.7231 | 40.82 |
Estimation Period:
Jun 19, 2013 to Dec 19, 2025
Jun 19, 2013 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities