Walt Disney Co/The MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
24.03%
increased by 0.47%
1 Week
24.49%
increased by 0.93%
1 Month
25.92%
increased by 2.36%
Analysis last updated: Friday, April 17, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0340 | 15.83 | |
| 0.8896 | 172.48 | |
| 0.0557 | 12.35 | |
| 0.0161 | 3.57 | |
| 0.0260 | 5.38 | |
| 0.9691 | 162.99 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other Walt Disney Co/The Analyses
Other MF2-GARCH Analyses on Equities