V-Lab: News Corp GJR-GARCH Volatility Analysis

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V-Lab

News Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:23.48% (+0.97%)

Analysis last updated: Monday, October 27, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4188	8.58
$α$	0.1179	8.42
$β$	0.7254	41.50
$γ$	0.0524	1.74

Estimation Period:
Jun 19, 2013 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts