Walt Disney Co/The MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
24.36%
decreased by 0.37%
1 Week
24.80%
increased by 0.07%
1 Month
26.16%
increased by 1.43%
Analysis last updated: Tuesday, June 23, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0335 | 15.78 | |
| 0.8891 | 171.68 | |
| 0.0562 | 12.46 | |
| 0.0165 | 3.50 | |
| 0.0268 | 5.36 | |
| 0.9683 | 157.29 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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