V-Lab
News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:22.19% (+1.41%)
Analysis last updated: Tuesday, February 4, 2025 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4137 | 8.13 | |
| 0.1160 | 8.14 | |
| 0.7347 | 40.62 | |
| 0.0429 | 1.44 |
Estimation Period:
Jun 19, 2013 to Jan 31, 2025
Jun 19, 2013 to Jan 31, 2025