Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.36% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 10.08 | |
| 0.0269 | 13.91 | |
| 0.9362 | 484.82 | |
| 0.0527 | 9.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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