Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:26.06% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8362 | 5.88 | |
| 0.0685 | 6.18 | |
| 0.8805 | 41.14 | |
| -0.0415 | -1.20 | |
| 0.1080 | 2.24 | |
| -0.1693 | -5.48 | |
| 0.1848 | 6.04 | |
| -0.1371 | -3.86 | |
| 0.1053 | 2.22 | |
| -0.0647 | -1.41 | |
| 0.0083 | 0.30 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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