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 Thursday, November 13th, 2025:25.23% (+0.36%)

Analysis last updated: Wednesday, November 12, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8329	5.73
$α$	0.0678	6.20
$β$	0.8836	42.61
$γ_{1}$	-0.0439	-1.24
$γ_{2}$	0.1123	2.27
$γ_{3}$	-0.1726	-5.43
$γ_{4}$	0.1861	5.91
$γ_{5}$	-0.1359	-3.71
$γ_{6}$	0.1017	2.11
$γ_{7}$	-0.0602	-1.31
$γ_{8}$	0.0055	0.20

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts