News Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:22.76% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0962 | 12.34 | |
| 0.6389 | 29.37 | |
| 0.0795 | 7.53 | |
| 1.1177 | 0.20 | |
| 0.6495 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Jan 23, 2026
Jun 19, 2013 to Jan 23, 2026
News Impact Curve
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