V-Lab: News Corp MF2-GARCH Volatility Analysis

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V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:24.06% (-1.88%)

Analysis last updated: Friday, October 31, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0999	12.42
$β$	0.6344	27.96
$γ$	0.0668	6.38
$λ_{1}$	1.1008	0.19
$λ_{2}$	0.6596	0.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts