Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
28.17%
decreased by 0.10%
1 Week
28.34%
increased by 0.07%
1 Month
28.63%
increased by 0.36%
Analysis last updated: Tuesday, June 9, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4564 | 4.96 | |
| 0.0000 | 0.00 | |
| 0.8428 | 20.28 | |
| 0.0381 | 1.18 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Walt Disney Co/The Analyses
Other GJR-GARCH Analyses on Depositary Receipts