News Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
24.05%
decreased by 0.59%
1 Week
24.38%
decreased by 0.26%
1 Month
25.37%
increased by 0.73%
Analysis last updated: Wednesday, April 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1063 | 5.29 | |
| 0.0863 | 15.83 | |
| 0.9592 | 107.30 | |
| 4.8612 | 4.21 |
Estimation Period:
Jun 19, 2013 to Apr 17, 2026
Jun 19, 2013 to Apr 17, 2026
Other GAS-GARCH Student T Analyses on Equities