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 30th, 2025:21.48% (-0.45%)

Analysis last updated: Friday, June 27, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5106	4.71
$α$	0.0591	38.13
$β$	0.9918	557.82
$ν$	5.0851	10.66

Estimation Period:
Jan 2, 1990 to Jun 27, 2025