V-Lab
V-Lab
Walt Disney Co/The AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:29.63% (-1.07%)
Analysis last updated: Friday, March 21, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The AGARCH
paramt-stat
ω0.051811.59
α0.067229.02
β0.9179342.64
γ0.29536.23
Estimation Period:
Jan 2, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts