News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:25.80% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0931 | 11.76 | |
| 0.6395 | 29.56 | |
| 0.0840 | 8.09 | |
| 1.1924 | 0.18 | |
| 0.6330 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Feb 27, 2026
Jun 19, 2013 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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