News Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.96% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4236 | 8.86 | |
| 0.1123 | 8.53 | |
| 0.7233 | 43.09 | |
| 0.0658 | 2.21 |
Estimation Period:
Jun 19, 2013 to Mar 13, 2026
Jun 19, 2013 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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