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

V-Lab

News Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:19.25% (-0.64%)

Analysis last updated: Thursday, July 3, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1298	5.02
$α$	0.0831	15.46
$β$	0.9614	106.99
$ν$	4.8707	4.03

Estimation Period:
Jun 19, 2013 to Jul 3, 2025