V-Lab
V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.37% (-0.14%)
Analysis last updated: Saturday, May 31, 2025 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp GJR-GARCH
paramt-stat
ω0.42638.39
α0.11568.30
β0.725740.66
γ0.05521.81
Estimation Period:
Jun 19, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts