V-Lab: News Corp Spline-GARCH Volatility Analysis

V-Lab

News Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:17.24% (-0.35%)

Analysis last updated: Thursday, July 3, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6883	8.14
$α$	0.1525	4.64
$β$	0.7108	10.47
$γ_{1}$	-0.0192	-2.92

Estimation Period:
Jun 19, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts