Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:27.11% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8390 | 5.98 | |
| 0.0688 | 6.21 | |
| 0.8790 | 40.93 | |
| -0.0394 | -1.16 | |
| 0.1040 | 2.19 | |
| -0.1661 | -5.46 | |
| 0.1832 | 6.11 | |
| -0.1378 | -3.97 | |
| 0.1081 | 2.31 | |
| -0.0690 | -1.50 | |
| 0.0114 | 0.41 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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