News Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
24.96%
decreased by 1.99%
1 Week
25.36%
decreased by 1.59%
1 Month
25.80%
decreased by 1.15%
Analysis last updated: Friday, May 22, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0902 | 11.56 | |
| 0.6408 | 30.05 | |
| 0.0880 | 8.52 | |
| 1.1764 | 0.18 | |
| 0.6312 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to May 22, 2026
Jun 19, 2013 to May 22, 2026
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