Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.62% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 10.08 | |
| 0.0269 | 13.92 | |
| 0.9361 | 483.29 | |
| 0.0528 | 9.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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