News Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.70%
increased by 0.57%
1 Week
24.07%
increased by 0.94%
1 Month
25.16%
increased by 2.03%
Analysis last updated: Thursday, April 2, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1139 | 5.26 | |
| 0.0866 | 15.81 | |
| 0.9592 | 106.70 | |
| 4.8452 | 4.23 |
Estimation Period:
Jun 19, 2013 to Apr 2, 2026
Jun 19, 2013 to Apr 2, 2026
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