News Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.37%
increased by 2.03%
1 Week
32.05%
increased by 1.71%
1 Month
31.03%
increased by 0.69%
Analysis last updated: Friday, June 12, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1070 | 5.46 | |
| 0.0865 | 15.97 | |
| 0.9591 | 110.42 | |
| 4.9254 | 4.22 |
Estimation Period:
Jun 19, 2013 to Jun 12, 2026
Jun 19, 2013 to Jun 12, 2026
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