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, November 24th, 2025:29.50% (+7.55%)

Analysis last updated: Friday, November 21, 2025 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0439	6.25
$α$	0.1478	4.15
$β$	0.6859	8.05
$γ_{1}$	0.8378	2.74
$γ_{2}$	-1.4307	-3.06
$γ_{3}$	1.0636	2.94
$γ_{4}$	-0.7939	-1.47
$γ_{5}$	0.5086	0.80
$γ_{6}$	-0.3346	-0.71
$γ_{7}$	0.1034	0.35
$γ_{8}$	0.1529	0.71

Estimation Period:
Jun 19, 2013 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts