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 Friday, November 14th, 2025:43.08% (+22.64%)

Analysis last updated: Thursday, November 13, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0303	15.27
$β$	0.8957	190.26
$γ$	0.0582	13.02
$λ_{1}$	0.0204	3.85
$λ_{2}$	0.0323	6.22
$λ_{3}$	0.9615	148.84

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts