News Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:28.13% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1205 | 4.98 | |
| 0.0813 | 15.40 | |
| 0.9626 | 110.40 | |
| 4.8772 | 4.03 |
Estimation Period:
Jun 19, 2013 to Nov 14, 2025
Jun 19, 2013 to Nov 14, 2025
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