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

Skip to main content

V-Lab

Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:25.76% (-0.85%)

Analysis last updated: Saturday, December 13, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0325	15.42
$β$	0.8935	176.09
$γ$	0.0558	12.46
$λ_{1}$	0.0158	3.65
$λ_{2}$	0.0254	5.33
$λ_{3}$	0.9699	166.27

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts