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

V-Lab

News Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:15.74% (-1.91%)

Analysis last updated: Friday, July 11, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1072	18.30
$α$	0.2846	43.89
$β$	0.6515	74.96
$γ$	0.0016	0.18
$δ$	0.5000	7.87

Estimation Period:
Jun 19, 2013 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts