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

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V-Lab

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

Volatility Prediction for Monday, December 23rd, 2024:19.38% (-0.44%)

Analysis last updated: Friday, December 20, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5001	4.56
$α$	0.0575	37.99
$β$	0.9925	585.52
$ν$	5	10.27

Estimation Period:
Jan 2, 1990 to Dec 20, 2024