A wild and unsubstantiated rumour...

[janzman]

a common enough denial in the media...
The words 'wild' and 'unsubstantiated' are unnecessary..
Once a rumour is substantiated it ceases to be a rumour....:-)

[society]

I then becomes gossip :-)

[fredpuli47]

A rumour may be true but unsubstantiated. 'An unverified or unconfirmed report circulating in a community; general talk or hearsay not based on definite knowledge' says the OED. And it may be wild as well because it may be recklessly circulated when it was better not because it is better secret or because it may cause great panic if spread, out of all proportion to its import in fact (e.g.cause a run on the pound, or panic in a crowd or riots ).Once it is verified it is no longer a rumour but until it is verified it is a rumour, true or not.