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

V-Lab

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

Volatility Prediction for Monday, June 30th, 2025:26.59% (-0.27%)

Analysis last updated: Friday, June 27, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8226	5.80
$α$	0.0678	6.10
$β$	0.8810	41.05
$γ_{1}$	-0.0471	-1.34
$γ_{2}$	0.1187	2.42
$γ_{3}$	-0.1779	-5.62
$γ_{4}$	0.1872	5.94
$γ_{5}$	-0.1308	-3.60
$γ_{6}$	0.0886	1.94
$γ_{7}$	-0.0366	-0.86
$γ_{8}$	-0.0173	-0.66

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts