V-Lab: News Corp MF2-GARCH Volatility Analysis

V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:21.57% (-0.49%)

Analysis last updated: Tuesday, July 1, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0987	12.19
$β$	0.6314	27.54
$γ$	0.0681	6.31
$λ_{1}$	1.0722	0.20
$λ_{2}$	0.6710	0.20
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts