Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
25.63%
decreased by 0.64%
1 Week
25.79%
increased by 0.16%
1 Month
26.36%
increased by 0.73%
Analysis last updated: Saturday, March 21, 2026 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 10.40 | |
| 0.0284 | 14.14 | |
| 0.9344 | 466.51 | |
| 0.0522 | 9.31 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
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