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 Tuesday, November 11th, 2025:19.87% (+0.10%)

Analysis last updated: Monday, November 10, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	15.00
$α$	0.0638	24.72
$β$	0.9362	386.70
$γ$	0.3160	12.37
$δ$	1.1131	20.52

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts