Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
23.86%
increased by 0.77%
1 Week
24.06%
increased by 0.97%
1 Month
24.81%
increased by 1.72%
Analysis last updated: Thursday, June 18, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 10.29 | |
| 0.0268 | 14.07 | |
| 0.9363 | 487.13 | |
| 0.0521 | 9.55 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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