V-Lab
Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:22.03% (-0.36%)
Analysis last updated: Friday, December 20, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 8.49 | |
| 0.0206 | 12.69 | |
| 0.9474 | 580.87 | |
| 0.0481 | 9.60 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other Walt Disney Co/The Analyses