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, October 13th, 2025:28.44% (+1.98%)

Analysis last updated: Friday, October 10, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0515	6.27
$α$	0.1496	4.11
$β$	0.6780	7.63
$γ_{1}$	0.8672	2.77
$γ_{2}$	-1.4770	-3.07
$γ_{3}$	1.0876	2.84
$γ_{4}$	-0.7911	-1.39
$γ_{5}$	0.4693	0.71
$γ_{6}$	-0.2503	-0.53
$γ_{7}$	-0.0337	-0.11
$γ_{8}$	0.2831	1.28

Estimation Period:
Jun 19, 2013 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts