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

V-Lab

News Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:17.67% (+1.78%)

Analysis last updated: Thursday, July 10, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1083	18.33
$α$	0.2851	43.89
$β$	0.6503	74.57
$γ$	0.0014	0.15
$δ$	0.5000	7.87

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts