News Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.54%
decreased by 0.08%
1 Week
27.50%
increased by 0.88%
1 Month
26.54%
decreased by 0.08%
Analysis last updated: Friday, May 15, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0903 | 11.57 | |
| 0.6407 | 30.04 | |
| 0.0880 | 8.51 | |
| 1.1766 | 0.18 | |
| 0.6316 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2013 to May 15, 2026
Jun 19, 2013 to May 15, 2026
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