V-Lab: Walt Disney Co/The GAS-GARCH Student T Volatility Analysis

V-Lab

Walt Disney Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:28.54% (-0.77%)

Analysis last updated: Saturday, May 31, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5453	4.69
$α$	0.0586	38.86
$β$	0.9920	573.43
$ν$	5.0876	10.79

Estimation Period:
Jan 2, 1990 to May 30, 2025