Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:23.35% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 10.18 | |
| 0.0279 | 14.04 | |
| 0.9348 | 467.85 | |
| 0.0528 | 9.32 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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