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, April 29th, 2024:25.22% (-0.40%)

Analysis last updated: Friday, April 26, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0271	14.33
$β$	0.8991	212.66
$γ$	0.0561	13.04
$λ_{1}$	0.0149	3.12
$λ_{2}$	0.0284	5.63
$λ_{3}$	0.9672	154.73

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts