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

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V-Lab

News Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:22.02% (+0.28%)

Analysis last updated: Friday, March 7, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1409	4.48
$α$	0.0765	15.06
$β$	0.9664	109.29
$ν$	5	3.79

Estimation Period:
Jun 19, 2013 to Mar 7, 2025