News Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.20%
decreased by 1.64%
1 Week
25.97%
decreased by 0.87%
1 Month
27.34%
increased by 0.50%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4212 | 8.90 | |
| 0.1101 | 8.48 | |
| 0.7236 | 43.56 | |
| 0.0694 | 2.34 |
Estimation Period:
Jun 19, 2013 to Jun 5, 2026
Jun 19, 2013 to Jun 5, 2026
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