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 Wednesday, September 17th, 2025:19.22% (-0.71%)

Analysis last updated: Tuesday, September 16, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4848	4.72
$α$	0.0591	37.92
$β$	0.9917	553.73
$ν$	5.1039	10.51

Estimation Period:
Jan 2, 1990 to Sep 12, 2025