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 Monday, March 10th, 2025:29.35% (-1.30%)

Analysis last updated: Friday, March 7, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0380	17.10
$β$	0.8750	167.91
$γ$	0.0540	11.22
$λ_{1}$	0.0244	3.09
$λ_{2}$	0.0431	6.50
$λ_{3}$	0.9495	109.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts