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

V-Lab

Walt Disney Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:19.92% (+1.77%)

Analysis last updated: Friday, August 1, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7944	5.76
$α$	0.0681	6.00
$β$	0.8776	38.99
$γ_{1}$	-0.0554	-1.61
$γ_{2}$	0.1316	2.75
$γ_{3}$	-0.1861	-6.11
$γ_{4}$	0.1932	6.34
$γ_{5}$	-0.1332	-3.74
$γ_{6}$	0.0827	1.82
$γ_{7}$	-0.0100	-0.22
$γ_{8}$	-0.1103	-2.00

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts