V-Lab: News Corp MF2-GARCH Volatility Analysis

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News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:28.34% (-3.04%)

Analysis last updated: Monday, October 13, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1001	12.43
$β$	0.6351	27.80
$γ$	0.0679	6.46
$λ_{1}$	1.1122	0.19
$λ_{2}$	0.6577	0.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts