Skip to main content
V-Lab

Walt Disney Co/The Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

30.15%

increased by 1.09%

1 Week

28.32%

decreased by 0.74%

1 Month

23.40%

decreased by 5.66%

Analysis last updated: Monday, July 20, 2026 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 13% more than equivalent positive returns. The volatility power δ = 0.77 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0441
26.92***
α

ARCH

Response to squared shocks

0.1857
61.30***
β

GARCH

Volatility persistence

0.8000
234.11***
γ

leverage

Additional response to negative shocks

0.0819
14.03***
δ

power

Transformation power

0.7660
16.34***

Persistence:

0.948

Half-life:

13 days