V-Lab: Walt Disney Co/The Asy. MEM Volatility Analysis

V-Lab

Walt Disney Co/The Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:24.89% (-1.60%)

Analysis last updated: Tuesday, May 20, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0626	28.95
$α$	0.1439	38.63
$β$	0.8141	291.07
$γ$	0.0528	8.09

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts