News Corp MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
23.60%
decreased by 0.50%
1 Week
25.38%
increased by 1.28%
1 Month
27.91%
increased by 3.81%
Analysis last updated: Wednesday, April 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0910 | 11.61 | |
| 0.6409 | 29.90 | |
| 0.0859 | 8.31 | |
| 1.1781 | 0.18 | |
| 0.6330 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to Apr 17, 2026
Jun 19, 2013 to Apr 17, 2026
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