V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.66% (-0.40%)
Analysis last updated: Friday, April 26, 2024 at 09:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 7.78 | |
| 0.0175 | 11.61 | |
| 0.9506 | 635.00 | |
| 0.0499 | 10.45 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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