V-Lab: Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.39% (-0.36%)

Analysis last updated: Friday, April 26, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8162	5.72
$α$	0.0639	6.20
$β$	0.8866	47.51
$γ_{1}$	-0.0546	-1.51
$γ_{2}$	0.1332	2.59
$γ_{3}$	-0.1879	-5.30
$γ_{4}$	0.1825	5.41
$γ_{5}$	-0.1049	-3.09
$γ_{6}$	0.0425	1.27
$γ_{7}$	0.0204	0.70
$γ_{8}$	-0.0593	-2.70

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts