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

V-Lab

News Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:25.55% (-0.31%)

Analysis last updated: Thursday, May 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1812	4.68
$α$	0.0786	15.33
$β$	0.9645	107.98
$ν$	4.8594	3.88

Estimation Period:
Jun 19, 2013 to May 2, 2025