News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:22.85% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4105 | 8.68 | |
| 0.1151 | 8.54 | |
| 0.7263 | 43.18 | |
| 0.0609 | 2.02 |
Estimation Period:
Jun 19, 2013 to Jan 16, 2026
Jun 19, 2013 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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