V-Lab: News Corp Spline-GARCH Volatility Analysis

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V-Lab

News Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:24.62% (-2.73%)

Analysis last updated: Friday, October 17, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6978	8.32
$α$	0.1527	4.72
$β$	0.7100	10.45
$γ_{1}$	-0.0182	-2.89

Estimation Period:
Jun 19, 2013 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts