V-Lab: Walt Disney Co/The MF2-GARCH Volatility Analysis

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Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:35.61% (-1.30%)

Analysis last updated: Saturday, November 22, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0323	15.31
$β$	0.8941	176.60
$γ$	0.0562	12.56
$λ_{1}$	0.0156	3.67
$λ_{2}$	0.0249	5.24
$λ_{3}$	0.9705	167.15

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts