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 Tuesday, May 20th, 2025:41.54% (-1.71%)

Analysis last updated: Tuesday, May 20, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8212	5.74
$α$	0.0663	6.07
$β$	0.8844	42.25
$γ_{1}$	-0.0482	-1.35
$γ_{2}$	0.1209	2.43
$γ_{3}$	-0.1797	-5.57
$γ_{4}$	0.1871	5.83
$γ_{5}$	-0.1279	-3.47
$γ_{6}$	0.0828	1.82
$γ_{7}$	-0.0282	-0.67
$γ_{8}$	-0.0244	-0.95

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts