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

V-Lab

Walt Disney Co/The APARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:24.04% (-0.77%)

Analysis last updated: Wednesday, June 18, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0301	15.21
$α$	0.0630	24.69
$β$	0.9370	387.37
$γ$	0.3247	12.29
$δ$	1.0866	19.78

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts