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

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V-Lab

Walt Disney Co/The MEM Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:27.65% (-0.92%)

Analysis last updated: Friday, October 17, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0648	10.89
$α$	0.1793	50.15
$β$	0.8045	278.08

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts