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, October 13th, 2025:23.70% (+0.79%)

Analysis last updated: Friday, October 10, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8317	5.77
$α$	0.0680	6.17
$β$	0.8825	41.90
$γ_{1}$	-0.0443	-1.26
$γ_{2}$	0.1132	2.30
$γ_{3}$	-0.1735	-5.48
$γ_{4}$	0.1864	5.94
$γ_{5}$	-0.1351	-3.70
$γ_{6}$	0.0994	2.09
$γ_{7}$	-0.0557	-1.23
$γ_{8}$	0.0009	0.03

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts