News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
20.59%
decreased by 0.60%
1 Week
21.29%
increased by 0.10%
1 Month
22.38%
increased by 1.19%
Analysis last updated: Wednesday, April 1, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7024 | 5.69 | |
| 0.1513 | 4.71 | |
| 0.6927 | 9.78 | |
| -0.0452 | -0.50 | |
| 0.0692 | 0.47 | |
| -0.0894 | -0.96 | |
| 0.1052 | 2.34 |
Estimation Period:
Jun 19, 2013 to Mar 27, 2026
Jun 19, 2013 to Mar 27, 2026
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