News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:23.48% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4188 | 8.58 | |
| 0.1179 | 8.42 | |
| 0.7254 | 41.50 | |
| 0.0524 | 1.74 |
Estimation Period:
Jun 19, 2013 to Oct 24, 2025
Jun 19, 2013 to Oct 24, 2025
News Impact Curve
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