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

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Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:22.12% (+1.05%)

Analysis last updated: Friday, October 10, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0303	15.22
$β$	0.8952	188.22
$γ$	0.0585	13.04
$λ_{1}$	0.0194	3.81
$λ_{2}$	0.0310	6.09
$λ_{3}$	0.9632	153.06

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts