News Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:27.47% (-0.21%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.4109 | 9.09 | |
0.1473 | 18.46 | |
0.7259 | 41.21 |
Estimation Period:
Jun 19, 2013 to Oct 17, 2025
Jun 19, 2013 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities