News Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.27% (+7.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0816 | 6.05 | |
| 0.0943 | 16.02 | |
| 0.9521 | 108.51 | |
| 4.7512 | 4.74 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
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