V-Lab: News Corp Asy. MEM Volatility Analysis

V-Lab

News Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:21.92% (-1.36%)

Analysis last updated: Friday, June 20, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2549	24.74
$α$	0.2925	27.16
$β$	0.6258	75.19
$γ$	0.0211	1.32

Estimation Period:
Jun 19, 2013 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts