News Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.46% (+19.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7177 | 8.21 | |
| 0.1578 | 4.84 | |
| 0.7051 | 10.38 | |
| -0.0162 | -2.50 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
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