News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.09%
decreased by 1.94%
1 Week
24.46%
decreased by 1.57%
1 Month
25.01%
decreased by 1.02%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0961 | 6.06 | |
| 0.1490 | 4.23 | |
| 0.6768 | 7.73 | |
| 1.0666 | 2.63 | |
| -1.7753 | -2.77 | |
| 1.2255 | 2.10 | |
| -0.8151 | -1.04 | |
| 0.3737 | 0.50 | |
| 0.0514 | 0.11 | |
| -0.5574 | -1.60 | |
| 0.8196 | 2.54 | |
| -0.4810 | -2.05 |
Estimation Period:
Jun 19, 2013 to Jun 5, 2026
Jun 19, 2013 to Jun 5, 2026
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