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 Thursday, August 28th, 2025:21.16% (-0.83%)

Analysis last updated: Wednesday, August 27, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4986	4.72
$α$	0.0591	37.96
$β$	0.9917	554.35
$ν$	5.0985	10.54

Estimation Period:
Jan 2, 1990 to Aug 22, 2025