Walt Disney Co/The EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.17%
decreased by 0.73%
1 Week
25.44%
decreased by 0.46%
1 Month
26.43%
increased by 0.53%
Analysis last updated: Friday, June 12, 2026 at 11:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 9.07 | |
| 0.1192 | 31.13 | |
| 0.9849 | 768.23 | |
| -0.0345 | -10.02 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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