V-Lab
V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:33.04% (-0.85%)
Analysis last updated: Tuesday, March 18, 2025 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The GJR-GARCH
paramt-stat
ω0.03799.33
α0.025013.68
β0.9417514.58
γ0.04848.98
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts