News Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.03%
increased by 2.01%
1 Week
31.57%
increased by 1.55%
1 Month
30.50%
increased by 0.48%
Analysis last updated: Friday, June 12, 2026 at 11:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 7.59 | |
| 0.1864 | 13.12 | |
| 0.9160 | 100.82 | |
| -0.0400 | -2.67 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
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