V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:21.11% (-0.02%)
Analysis last updated: Friday, October 4, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 9.02 | |
| 0.0239 | 13.47 | |
| 0.9431 | 531.05 | |
| 0.0482 | 9.06 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
Other Walt Disney Co/The Analyses