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, November 24th, 2025:35.03% (-0.82%)

Analysis last updated: Saturday, November 22, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8338	5.84
$α$	0.0682	6.18
$β$	0.8813	41.52
$γ_{1}$	-0.0427	-1.23
$γ_{2}$	0.1102	2.27
$γ_{3}$	-0.1711	-5.49
$γ_{4}$	0.1854	6.01
$γ_{5}$	-0.1361	-3.79
$γ_{6}$	0.1021	2.15
$γ_{7}$	-0.0591	-1.29
$γ_{8}$	0.0029	0.11

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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