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

V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:16.47% (-0.24%)

Analysis last updated: Saturday, May 31, 2025 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0686	6.22
$α$	0.1477	3.96
$β$	0.6784	7.45
$γ_{1}$	0.9774	2.76
$γ_{2}$	-1.6464	-2.98
$γ_{3}$	1.1740	2.44
$γ_{4}$	-0.8095	-1.17
$γ_{5}$	0.4118	0.57
$γ_{6}$	-0.0861	-0.18
$γ_{7}$	-0.2937	-0.90
$γ_{8}$	0.4890	2.04

Estimation Period:
Jun 19, 2013 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts