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

V-Lab

Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:26.76% (-0.70%)

Analysis last updated: Monday, August 11, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0302	15.00
$β$	0.8926	181.68
$γ$	0.0592	13.04
$λ_{1}$	0.0200	3.60
$λ_{2}$	0.0332	6.14
$λ_{3}$	0.9609	143.03

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts