News Corp GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:23.23% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4159 | 9.43 | |
| 0.1499 | 19.03 | |
| 0.7220 | 41.74 |
Estimation Period:
Jun 19, 2013 to Mar 20, 2026
Jun 19, 2013 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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