Skip to main content
V-Lab

News Corp Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

23.17%

increased by 1.05%

1 Week

24.28%

increased by 2.16%

1 Month

26.77%

increased by 4.65%

Analysis last updated: Tuesday, July 21, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of News Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 19, 2013 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2885
27.58***
α

ARCH

Response to squared shocks

0.3096
28.83***
β

GARCH

Volatility persistence

0.5931
72.35***
γ

leverage

Additional response to negative shocks

0.0303
1.90*

Persistence:

0.918

Half-life:

8 days