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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0883	6.10***
α ARCH Response to squared shocks	0.1467	4.24***
β GARCH Volatility persistence	0.6789	7.82***

γ₁	1.0430	2.66***
γ₂	-1.7413	-2.81***
γ₃	1.2089	2.16**
γ₄	-0.8030	-1.04
γ₅	0.3624	0.49
γ₆	0.0547	0.12
γ₇	-0.5642	-1.63
γ₈	0.8774	2.77***
γ₉	-0.5643	-2.53**

V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

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Volatility Forecast

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