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 Thursday, August 28th, 2025:26.26% (-0.44%)

Analysis last updated: Wednesday, August 27, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8271	5.81
$α$	0.0679	6.12
$β$	0.8813	41.20
$γ_{1}$	-0.0454	-1.30
$γ_{2}$	0.1154	2.36
$γ_{3}$	-0.1754	-5.57
$γ_{4}$	0.1868	5.97
$γ_{5}$	-0.1333	-3.68
$γ_{6}$	0.0945	2.03
$γ_{7}$	-0.0463	-1.05
$γ_{8}$	-0.0085	-0.32

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts