Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:25.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 10.10 | |
| 0.0274 | 13.93 | |
| 0.9355 | 473.90 | |
| 0.0527 | 9.37 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Walt Disney Co/The Analyses
Other GJR-GARCH Analyses on Equities