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 Friday, May 9th, 2025:53.12% (-1.36%)

Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8184	5.78
$α$	0.0694	6.16
$β$	0.8777	40.55
$γ_{1}$	-0.0494	-1.39
$γ_{2}$	0.1225	2.48
$γ_{3}$	-0.1803	-5.68
$γ_{4}$	0.1874	5.94
$γ_{5}$	-0.1285	-3.55
$γ_{6}$	0.0837	1.88
$γ_{7}$	-0.0296	-0.72
$γ_{8}$	-0.0229	-0.91

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts