News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.88% (+13.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6745 | 5.59 | |
| 0.1536 | 4.76 | |
| 0.6954 | 10.65 | |
| -0.0398 | -0.44 | |
| 0.0626 | 0.43 | |
| -0.0861 | -0.94 | |
| 0.0990 | 2.22 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
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