V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:23.56% (+0.05%)
Analysis last updated: Friday, March 7, 2025 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4139 | 8.32 | |
| 0.1190 | 8.31 | |
| 0.7348 | 40.82 | |
| 0.0359 | 1.23 |
Estimation Period:
Jun 19, 2013 to Mar 7, 2025
Jun 19, 2013 to Mar 7, 2025