News Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
24.13%
increased by 0.82%
1 Week
25.46%
increased by 2.15%
1 Month
27.60%
increased by 4.29%
Analysis last updated: Thursday, April 2, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0919 | 11.67 | |
| 0.6393 | 29.70 | |
| 0.0853 | 8.23 | |
| 1.1803 | 0.18 | |
| 0.6337 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Apr 2, 2026
Jun 19, 2013 to Apr 2, 2026
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