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 Wednesday, February 5th, 2025:25.66% (-0.19%)

Analysis last updated: Tuesday, February 4, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8183	5.73
$α$	0.0683	6.13
$β$	0.8798	40.90
$γ_{1}$	-0.0520	-1.44
$γ_{2}$	0.1277	2.55
$γ_{3}$	-0.1842	-5.70
$γ_{4}$	0.1875	5.81
$γ_{5}$	-0.1238	-3.39
$γ_{6}$	0.0748	1.74
$γ_{7}$	-0.0190	-0.49
$γ_{8}$	-0.0298	-1.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts