V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:19.53% (-0.15%)
Analysis last updated: Tuesday, February 4, 2025 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 9.17 | |
| 0.0240 | 13.53 | |
| 0.9435 | 532.43 | |
| 0.0473 | 8.99 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
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