Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:19.27% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 9.40 | |
| 0.0257 | 13.60 | |
| 0.9372 | 496.11 | |
| 0.0545 | 9.56 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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