V-Lab
V-Lab
Walt Disney Co/The GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:54.19% (-2.00%)
Analysis last updated: Friday, May 9, 2025 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The GARCH
paramt-stat
ω0.046714.48
α0.065728.62
β0.9233359.95
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts