V-Lab
V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:23.60% (-1.06%)
Analysis last updated: Monday, August 11, 2025 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp GJR-GARCH
paramt-stat
ω0.41398.46
α0.11778.36
β0.726841.89
γ0.05451.78
Estimation Period:
Jun 19, 2013 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts