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V-Lab
V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:22.86% (+1.07%)
Analysis last updated: Saturday, December 6, 2025 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp GJR-GARCH
paramt-stat
ω0.42378.59
α0.11278.41
β0.724641.70
γ0.06202.06
Estimation Period:
Jun 19, 2013 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts