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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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