News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:31.52% (+2.19%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.1001 | 12.43 | |
0.6351 | 27.80 | |
0.0679 | 6.46 | |
1.1122 | 0.19 | |
0.6577 | 0.19 | |
0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Oct 10, 2025
Jun 19, 2013 to Oct 10, 2025
News Impact Curve
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