Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:33.90% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 10.03 | |
| 0.0271 | 13.85 | |
| 0.9357 | 477.41 | |
| 0.0531 | 9.40 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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