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

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V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:20.53% (-2.17%)

Analysis last updated: Friday, October 31, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0482	6.31
$α$	0.1476	4.10
$β$	0.6797	7.67
$γ_{1}$	0.8514	2.78
$γ_{2}$	-1.4512	-3.10
$γ_{3}$	1.0714	2.93
$γ_{4}$	-0.7838	-1.44
$γ_{5}$	0.4752	0.74
$γ_{6}$	-0.2771	-0.59
$γ_{7}$	0.0124	0.04
$γ_{8}$	0.2455	1.13

Estimation Period:
Jun 19, 2013 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts