V-Lab: News Corp GJR-GARCH Volatility Analysis

V-Lab

News Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:21.36% (+0.18%)

Analysis last updated: Thursday, July 10, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4217	8.41
$α$	0.1160	8.29
$β$	0.7256	41.11
$γ$	0.0567	1.84

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts