V-Lab: News Corp MF2-GARCH Volatility Analysis

V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:22.73% (-0.25%)

Analysis last updated: Tuesday, May 20, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0981	12.02
$β$	0.6263	26.63
$γ$	0.0661	6.10
$λ_{1}$	1.0766	0.20
$λ_{2}$	0.6748	0.20
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts