News Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.28%
increased by 2.28%
1 Week
28.88%
increased by 0.88%
1 Month
27.37%
decreased by 0.63%
Analysis last updated: Friday, June 12, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0892 | 11.52 | |
| 0.6403 | 30.05 | |
| 0.0904 | 8.74 | |
| 1.1842 | 0.18 | |
| 0.6298 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
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