"Unsubstantiated rumours" refers to stories or information that have not been proven or supported by evidence. It means there is no proof or factual basis for the rumours being spread. Full definition
In general the newspapers either make up stories about transfers or report unsubstantiated rumours as fact. (justarsenal.com)
Seeing their newspaper and TV audiences haemorrhaging last summer the main stream media empires that run the national papers started to set up bloggettas of their own — and not just one each, but in some cases a dozen such sites, each recycling the wild and unsubstantiated rumours of each other, each quoting the other as the source. (untold-arsenal.com)
Details on the reshoots are scarce, but there are a few unsubstantiated rumours — potentially pure -LSB-...] (flickeringmyth.com)