V-Lab
Walt Disney Co/The MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
23.90%
increased by 0.56%
1 Week
24.18%
increased by 0.84%
1 Month
25.19%
increased by 1.85%
Analysis last updated: Friday, August 14, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 42 trading days, meaning a shock loses half its impact after approximately 42 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0647 | 11.06*** |
α ARCH Response to squared shocks | 0.1776 | 50.59*** |
β GARCH Volatility persistence | 0.8061 | 284.04*** |
Persistence:
0.984
Half-life:
42 days
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