Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
35.59%
unchanged at 0.00%
1 Week
35.59%
unchanged at 0.00%
1 Month
35.59%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.5965 | 3.28 | |
| 0.0000 | 0.00 | |
| 1.0000 | 8.75 | |
| -184.4929 | -2.41 | |
| 265.6538 | 2.00 | |
| -109.1943 | -0.82 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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