V-Lab: Fox Corporation GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Fox Corporation GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.15% (+0.70%)

Analysis last updated: Friday, May 3, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5553	4.45
$α$	0.0724	33.39
$β$	0.9905	450.42
$ν$	5	9.44

Estimation Period:
Mar 11, 1996 to May 3, 2024