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, July 28th, 2025:25.21% (-0.30%)

Analysis last updated: Friday, July 25, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8250	5.79
$α$	0.0680	6.11
$β$	0.8810	41.02
$γ_{1}$	-0.0465	-1.32
$γ_{2}$	0.1175	2.39
$γ_{3}$	-0.1770	-5.59
$γ_{4}$	0.1871	5.95
$γ_{5}$	-0.1320	-3.63
$γ_{6}$	0.0914	1.98
$γ_{7}$	-0.0415	-0.96
$γ_{8}$	-0.0125	-0.47

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts