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

V-Lab

Walt Disney Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:23.75% (-0.39%)

Analysis last updated: Wednesday, August 27, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0301	14.99
$β$	0.8931	182.79
$γ$	0.0590	13.05
$λ_{1}$	0.0199	3.62
$λ_{2}$	0.0328	6.12
$λ_{3}$	0.9613	144.50

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts