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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0307	15.43***
α ARCH Response to squared shocks	0.0647	25.70***
β GARCH Volatility persistence	0.9353	380.05***
γ leverage Additional response to negative shocks	0.3082	11.93***
δ power Transformation power	1.0493	19.45***

V-Lab

Walt Disney Co/The APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Walt Disney Co/The Analyses