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

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

Volatility Prediction for Friday, October 24th, 2025:24.64% (-0.46%)

Analysis last updated: Thursday, October 23, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8316	5.76
$α$	0.0679	6.17
$β$	0.8828	42.03
$γ_{1}$	-0.0444	-1.26
$γ_{2}$	0.1132	2.30
$γ_{3}$	-0.1735	-5.48
$γ_{4}$	0.1864	5.93
$γ_{5}$	-0.1352	-3.70
$γ_{6}$	0.0996	2.09
$γ_{7}$	-0.0562	-1.24
$γ_{8}$	0.0016	0.06

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts