News Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.75% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7017 | 5.66 | |
| 0.1510 | 4.70 | |
| 0.6941 | 9.84 | |
| -0.0453 | -0.49 | |
| 0.0689 | 0.46 | |
| -0.0880 | -0.94 | |
| 0.1031 | 2.30 |
Estimation Period:
Jun 19, 2013 to Mar 13, 2026
Jun 19, 2013 to Mar 13, 2026
News Impact Curve
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