V-Lab: Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:31.96% (+0.56%)

Analysis last updated: Tuesday, March 11, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8213	5.72
$α$	0.0683	6.14
$β$	0.8806	41.17
$γ_{1}$	-0.0508	-1.41
$γ_{2}$	0.1253	2.51
$γ_{3}$	-0.1826	-5.66
$γ_{4}$	0.1878	5.83
$γ_{5}$	-0.1265	-3.45
$γ_{6}$	0.0800	1.82
$γ_{7}$	-0.0268	-0.67
$γ_{8}$	-0.0230	-0.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts