V-Lab: News Corp MF2-GARCH Volatility Analysis

V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:24.38% (-0.13%)

Analysis last updated: Thursday, May 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0983	12.00
$β$	0.6236	26.28
$γ$	0.0651	5.98
$λ_{1}$	1.0773	0.20
$λ_{2}$	0.6771	0.20
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts