V-Lab: News Corp MEM Volatility Analysis

V-Lab

News Corp MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:18.45% (+0.70%)

Analysis last updated: Tuesday, July 1, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2620	11.17
$α$	0.3112	26.14
$β$	0.6158	76.63

Estimation Period:
Jun 19, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts