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 Monday, June 2nd, 2025:33.26% (-0.88%)

Analysis last updated: Saturday, May 31, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8212	5.77
$α$	0.0668	6.06
$β$	0.8830	41.70
$γ_{1}$	-0.0479	-1.35
$γ_{2}$	0.1203	2.43
$γ_{3}$	-0.1792	-5.60
$γ_{4}$	0.1872	5.88
$γ_{5}$	-0.1288	-3.52
$γ_{6}$	0.0844	1.86
$γ_{7}$	-0.0305	-0.73
$γ_{8}$	-0.0226	-0.88

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts