News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.43% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7008 | 5.65 | |
| 0.1528 | 4.70 | |
| 0.6900 | 9.56 | |
| -0.0467 | -0.50 | |
| 0.0717 | 0.47 | |
| -0.0908 | -0.97 | |
| 0.1052 | 2.36 |
Estimation Period:
Jun 19, 2013 to Feb 20, 2026
Jun 19, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on Equities