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 Monday, December 15th, 2025:29.02% (-0.88%)

Analysis last updated: Saturday, December 13, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8346	5.86
$α$	0.0681	6.17
$β$	0.8812	41.39
$γ_{1}$	-0.0422	-1.22
$γ_{2}$	0.1093	2.26
$γ_{3}$	-0.1705	-5.49
$γ_{4}$	0.1852	6.02
$γ_{5}$	-0.1365	-3.82
$γ_{6}$	0.1033	2.18
$γ_{7}$	-0.0611	-1.34
$γ_{8}$	0.0049	0.18

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts