News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.69% (+18.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7018 | 5.60 | |
| 0.1531 | 4.69 | |
| 0.6923 | 9.60 | |
| -0.0465 | -0.49 | |
| 0.0710 | 0.46 | |
| -0.0898 | -0.95 | |
| 0.1043 | 2.34 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
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