V-Lab: News Corp Asy. MEM Volatility Analysis

V-Lab

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V-Lab

News Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:20.95% (-0.17%)

Analysis last updated: Friday, March 21, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2366	23.19
$α$	0.2735	26.27
$β$	0.6490	78.05
$γ$	0.0212	1.37

Estimation Period:
Jun 19, 2013 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts