V-Lab: News Corp Spline-GARCH Volatility Analysis

V-Lab

News Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:23.72% (-2.44%)

Analysis last updated: Tuesday, September 16, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6890	8.27
$α$	0.1520	4.70
$β$	0.7120	10.62
$γ_{1}$	-0.0195	-3.13

Estimation Period:
Jun 19, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts