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V-Lab
V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:28.58% (-2.52%)
Analysis last updated: Friday, November 14, 2025 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp GJR-GARCH
paramt-stat
ω0.42378.57
α0.11348.38
β0.724741.58
γ0.06112.02
Estimation Period:
Jun 19, 2013 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts