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

V-Lab

Walt Disney Co/The EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:21.01% (+0.01%)

Analysis last updated: Monday, July 7, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0240	8.41
$α$	0.1171	30.48
$β$	0.9854	753.92
$γ$	-0.0361	-10.52

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts