News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.88% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4218 | 8.77 | |
| 0.1128 | 8.50 | |
| 0.7235 | 42.92 | |
| 0.0676 | 2.24 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
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