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

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V-Lab

Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:21.13% (-0.13%)

Analysis last updated: Tuesday, February 4, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0374	16.94
$β$	0.8752	167.70
$γ$	0.0543	11.29
$λ_{1}$	0.0243	3.05
$λ_{2}$	0.0433	6.49
$λ_{3}$	0.9494	108.98

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts