Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.62% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8359 | 5.91 | |
| 0.0684 | 6.20 | |
| 0.8801 | 41.25 | |
| -0.0404 | -1.18 | |
| 0.1057 | 2.21 | |
| -0.1673 | -5.45 | |
| 0.1836 | 6.06 | |
| -0.1371 | -3.91 | |
| 0.1063 | 2.25 | |
| -0.0658 | -1.43 | |
| 0.0084 | 0.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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