Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
22.60%
decreased by 0.32%
1 Week
22.85%
decreased by 0.07%
1 Month
23.75%
increased by 0.83%
Analysis last updated: Saturday, May 2, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 10.42 | |
| 0.0282 | 14.12 | |
| 0.9344 | 468.37 | |
| 0.0523 | 9.35 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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