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, December 15th, 2025:17.14% (-0.42%)

Analysis last updated: Saturday, December 13, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0407	6.28
$α$	0.1482	4.15
$β$	0.6828	7.92
$γ_{1}$	0.8191	2.74
$γ_{2}$	-1.4004	-3.07
$γ_{3}$	1.0440	3.02
$γ_{4}$	-0.7819	-1.52
$γ_{5}$	0.5056	0.82
$γ_{6}$	-0.3457	-0.75
$γ_{7}$	0.1214	0.41
$γ_{8}$	0.1456	0.69

Estimation Period:
Jun 19, 2013 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts