V-Lab: News Corp MF2-GARCH Volatility Analysis

V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:20.31% (-1.20%)

Analysis last updated: Friday, July 25, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0998	12.39
$β$	0.6338	28.26
$γ$	0.0681	6.34
$λ_{1}$	1.0485	0.22
$λ_{2}$	0.6753	0.22
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts