V-Lab: News Corp MF2-GARCH Volatility Analysis

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V-Lab

News Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:22.45% (-0.28%)

Analysis last updated: Saturday, December 13, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0943	11.97
$β$	0.6331	28.21
$γ$	0.0790	7.46
$λ_{1}$	1.1278	0.19
$λ_{2}$	0.6515	0.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 19, 2013 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts