News Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:29.33% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7069 | 8.26 | |
| 0.1571 | 4.74 | |
| 0.7041 | 10.15 | |
| -0.0172 | -2.72 |
Estimation Period:
Jun 19, 2013 to Nov 7, 2025
Jun 19, 2013 to Nov 7, 2025
News Impact Curve
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