V-Lab: News Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:19.73% (-1.87%)

Analysis last updated: Wednesday, August 27, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0613	6.27
$α$	0.1491	4.04
$β$	0.6758	7.49
$γ_{1}$	0.9140	2.78
$γ_{2}$	-1.5495	-3.05
$γ_{3}$	1.1243	2.67
$γ_{4}$	-0.7931	-1.28
$γ_{5}$	0.4279	0.62
$γ_{6}$	-0.1495	-0.31
$γ_{7}$	-0.2010	-0.65
$γ_{8}$	0.4310	1.96

Estimation Period:
Jun 19, 2013 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts