News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.89% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1032 | 11.98 | |
| 0.6596 | 29.34 | |
| 0.0753 | 7.26 | |
| 1.2715 | 0.13 | |
| 0.6042 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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