News Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.23%
increased by 1.86%
1 Week
26.11%
increased by 0.74%
1 Month
23.97%
decreased by 1.40%
Analysis last updated: Friday, June 12, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7216 | 8.73 | |
| 0.1546 | 4.90 | |
| 0.7076 | 10.75 | |
| -0.0157 | -2.66 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
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