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

V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:16.97% (+0.50%)

Analysis last updated: Thursday, July 10, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0675	6.25
$α$	0.1498	4.00
$β$	0.6743	7.38
$γ_{1}$	0.9519	2.78
$γ_{2}$	-1.6076	-3.02
$γ_{3}$	1.1544	2.54
$γ_{4}$	-0.8021	-1.21
$γ_{5}$	0.4141	0.58
$γ_{6}$	-0.1038	-0.21
$γ_{7}$	-0.2705	-0.84
$γ_{8}$	0.4825	2.06

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts