News Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
22.45%
decreased by 0.96%
1 Week
23.96%
increased by 0.55%
1 Month
26.52%
increased by 3.11%
Analysis last updated: Monday, April 20, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4207 | 8.87 | |
| 0.1112 | 8.49 | |
| 0.7242 | 43.43 | |
| 0.0665 | 2.24 |
Estimation Period:
Jun 19, 2013 to Apr 17, 2026
Jun 19, 2013 to Apr 17, 2026
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