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

V-Lab

News Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:14.26% (-0.43%)

Analysis last updated: Thursday, July 31, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0700	6.29
$α$	0.1494	4.01
$β$	0.6751	7.44
$γ_{1}$	0.9404	2.81
$γ_{2}$	-1.5888	-3.06
$γ_{3}$	1.1442	2.61
$γ_{4}$	-0.8006	-1.25
$γ_{5}$	0.4213	0.60
$γ_{6}$	-0.1225	-0.25
$γ_{7}$	-0.2481	-0.79
$γ_{8}$	0.4730	2.08

Estimation Period:
Jun 19, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts