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

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V-Lab

Walt Disney Co/The APARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:21.18% (+1.40%)

Analysis last updated: Thursday, October 16, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0305	15.05
$α$	0.0638	24.78
$β$	0.9362	385.57
$γ$	0.3184	12.38
$δ$	1.1047	20.31

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts