News Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
27.15%
increased by 1.08%
1 Week
27.45%
increased by 1.38%
1 Month
27.99%
increased by 1.92%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.4218 | 8.91 | |
| 0.1112 | 8.50 | |
| 0.7230 | 43.39 | |
| 0.0683 | 2.29 |
Estimation Period:
Jun 19, 2013 to May 8, 2026
Jun 19, 2013 to May 8, 2026
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