News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
25.61%
increased by 0.32%
1 Week
25.39%
increased by 0.10%
1 Month
25.05%
decreased by 0.24%
Analysis last updated: Tuesday, May 12, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1058 | 6.06 | |
| 0.1487 | 4.22 | |
| 0.6776 | 7.74 | |
| 1.0954 | 2.65 | |
| -1.8154 | -2.77 | |
| 1.2411 | 2.09 | |
| -0.8220 | -1.03 | |
| 0.3784 | 0.51 | |
| 0.0508 | 0.11 | |
| -0.5554 | -1.59 | |
| 0.7938 | 2.46 | |
| -0.4430 | -1.84 |
Estimation Period:
Jun 19, 2013 to May 8, 2026
Jun 19, 2013 to May 8, 2026
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