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

V-Lab

Walt Disney Co/The Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:20.89% (-0.81%)

Analysis last updated: Monday, June 30, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	28.93
$α$	0.1428	38.69
$β$	0.8150	293.27
$γ$	0.0532	8.21

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts