Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
28.33%
decreased by 0.63%
1 Week
28.41%
decreased by 0.55%
1 Month
28.73%
decreased by 0.23%
Analysis last updated: Friday, May 22, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 10.29 | |
| 0.0270 | 14.08 | |
| 0.9361 | 485.52 | |
| 0.0522 | 9.49 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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