News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.62% (+21.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0939 | 11.97 | |
| 0.6390 | 28.65 | |
| 0.0857 | 8.14 | |
| 1.1967 | 0.18 | |
| 0.6331 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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