V-Lab: News Corp GJR-GARCH Volatility Analysis

V-Lab

News Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.30% (-0.72%)

Analysis last updated: Friday, June 27, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4224	8.41
$α$	0.1157	8.28
$β$	0.7260	41.14
$γ$	0.0562	1.83

Estimation Period:
Jun 19, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts