News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:23.71% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0968 | 12.33 | |
| 0.6383 | 29.36 | |
| 0.0792 | 7.49 | |
| 1.1154 | 0.20 | |
| 0.6504 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Jan 16, 2026
Jun 19, 2013 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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