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V-Lab

Walt Disney Co/The GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

30.68%

decreased by 1.13%

1 Week

30.71%

decreased by 1.10%

1 Month

30.85%

decreased by 0.96%

Analysis last updated: Friday, August 7, 2026 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 51 trading days, meaning a shock loses half its impact after approximately 51 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0552
15.58***
α

ARCH

Response to squared shocks

0.0708
29.60***
β

GARCH

Volatility persistence

0.9157
334.79***

Persistence:

0.986

Half-life:

51 days