V-Lab: News Corp GJR-GARCH Volatility Analysis

V-Lab

News Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:20.66% (-0.39%)

Analysis last updated: Thursday, July 31, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4163	8.46
$α$	0.1168	8.34
$β$	0.7268	41.74
$γ$	0.0552	1.80

Estimation Period:
Jun 19, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts