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

V-Lab

News Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:35.28% (-2.26%)

Analysis last updated: Thursday, April 17, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2059	4.55
$α$	0.0781	15.37
$β$	0.9655	108.40
$ν$	4.8467	3.89

Estimation Period:
Jun 19, 2013 to Apr 17, 2025