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

V-Lab

Walt Disney Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:22.01% (+0.98%)

Analysis last updated: Friday, July 11, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	15.20
$α$	0.0635	24.90
$β$	0.9365	386.35
$γ$	0.3255	12.41
$δ$	1.0850	19.85

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts