News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
21.94%
increased by 1.66%
1 Week
22.31%
increased by 2.03%
1 Month
22.90%
increased by 2.62%
Analysis last updated: Tuesday, April 21, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7029 | 5.72 | |
| 0.1496 | 4.69 | |
| 0.6949 | 9.86 | |
| -0.0446 | -0.50 | |
| 0.0680 | 0.46 | |
| -0.0881 | -0.95 | |
| 0.1041 | 2.33 |
Estimation Period:
Jun 19, 2013 to Apr 17, 2026
Jun 19, 2013 to Apr 17, 2026
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