V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:24.52% (+0.81%)
Analysis last updated: Monday, January 13, 2025 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4187 | 8.10 | |
| 0.1164 | 8.12 | |
| 0.7332 | 40.00 | |
| 0.0429 | 1.42 |
Estimation Period:
Jun 19, 2013 to Jan 10, 2025
Jun 19, 2013 to Jan 10, 2025