News Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.65% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7155 | 8.33 | |
| 0.1574 | 4.84 | |
| 0.7034 | 10.38 | |
| -0.0163 | -2.53 |
Estimation Period:
Jun 19, 2013 to Feb 20, 2026
Jun 19, 2013 to Feb 20, 2026
News Impact Curve
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