Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:19.47% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 9.46 | |
| 0.0256 | 13.59 | |
| 0.9370 | 494.20 | |
| 0.0547 | 9.59 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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