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, November 3rd, 2025:21.26% (-0.36%)

Analysis last updated: Friday, October 31, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0303	15.24
$β$	0.8956	189.55
$γ$	0.0583	13.04
$λ_{1}$	0.0198	3.84
$λ_{2}$	0.0315	6.15
$λ_{3}$	0.9625	151.36

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts