News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.62% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0927 | 11.72 | |
| 0.6393 | 29.56 | |
| 0.0841 | 8.12 | |
| 1.1890 | 0.18 | |
| 0.6333 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Mar 13, 2026
Jun 19, 2013 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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