V-Lab: Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Walt Disney Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:26.75% (-0.15%)

Analysis last updated: Friday, December 27, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8164	5.75
$α$	0.0683	6.13
$β$	0.8794	40.88
$γ_{1}$	-0.0525	-1.46
$γ_{2}$	0.1287	2.57
$γ_{3}$	-0.1849	-5.72
$γ_{4}$	0.1872	5.80
$γ_{5}$	-0.1221	-3.36
$γ_{6}$	0.0716	1.69
$γ_{7}$	-0.0140	-0.37
$γ_{8}$	-0.0345	-1.45

Estimation Period:
Jan 2, 1990 to Dec 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts