News Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
24.56%
increased by 2.05%
1 Week
24.85%
increased by 2.34%
1 Month
25.70%
increased by 3.19%
Analysis last updated: Monday, April 13, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1072 | 5.26 | |
| 0.0864 | 15.82 | |
| 0.9592 | 106.82 | |
| 4.8483 | 4.23 |
Estimation Period:
Jun 19, 2013 to Apr 10, 2026
Jun 19, 2013 to Apr 10, 2026
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