News Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.84%
decreased by 2.03%
1 Week
28.77%
decreased by 2.10%
1 Month
28.57%
decreased by 2.30%
Analysis last updated: Tuesday, June 9, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1078 | 5.46 | |
| 0.0868 | 15.95 | |
| 0.9589 | 109.88 | |
| 4.9185 | 4.22 |
Estimation Period:
Jun 19, 2013 to Jun 5, 2026
Jun 19, 2013 to Jun 5, 2026
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