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

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Walt Disney Co/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:26.38% (+0.08%)

Analysis last updated: Monday, December 15, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	15.25
$α$	0.0645	25.16
$β$	0.9355	377.50
$γ$	0.3064	11.85
$δ$	1.0716	19.67

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts