V-Lab: News Corp MF2-GARCH Volatility Analysis

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V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:30.64% (+4.55%)

Analysis last updated: Friday, November 21, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0942	11.92
$β$	0.6342	28.14
$γ$	0.0776	7.35
$λ_{1}$	1.1341	0.18
$λ_{2}$	0.6531	0.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts