V-Lab: News Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

News Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:21.50% (-0.02%)

Analysis last updated: Friday, December 20, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1600	4.82
$α$	0.0799	14.85
$β$	0.9632	106.39
$ν$	5	3.77

Estimation Period:
Jun 19, 2013 to Dec 20, 2024