Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:24.24% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 10.16 | |
| 0.0278 | 14.03 | |
| 0.9350 | 470.08 | |
| 0.0527 | 9.34 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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