V-Lab
V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:47.49% (-0.78%)
Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The GJR-GARCH
paramt-stat
ω0.03809.14
α0.023813.38
β0.9418522.66
γ0.05089.39
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts