News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:18.83% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0365 | 6.22 | |
| 0.1506 | 4.24 | |
| 0.6840 | 8.23 | |
| 0.7846 | 2.68 | |
| -1.3452 | -3.01 | |
| 1.0116 | 3.10 | |
| -0.7714 | -1.59 | |
| 0.5160 | 0.86 | |
| -0.3664 | -0.80 | |
| 0.1262 | 0.44 | |
| 0.1655 | 0.84 |
Estimation Period:
Jun 19, 2013 to Jan 16, 2026
Jun 19, 2013 to Jan 16, 2026
News Impact Curve
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