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

V-Lab

Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:22.25% (-0.01%)

Analysis last updated: Monday, July 7, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0302	14.94
$β$	0.8918	179.59
$γ$	0.0591	13.00
$λ_{1}$	0.0204	3.52
$λ_{2}$	0.0343	6.17
$λ_{3}$	0.9597	138.71

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts