News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:34.14% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4165 | 8.57 | |
| 0.1168 | 8.38 | |
| 0.7271 | 42.00 | |
| 0.0538 | 1.78 |
Estimation Period:
Jun 19, 2013 to Oct 10, 2025
Jun 19, 2013 to Oct 10, 2025
News Impact Curve
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