V-Lab: News Corp Asy. Power MEM Volatility Analysis

V-Lab

News Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:25.07% (-3.84%)

Analysis last updated: Friday, September 12, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1105	18.63
$α$	0.2840	44.52
$β$	0.6495	75.43
$γ$	-0.0002	-0.02
$δ$	0.5000	7.92

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts