Walt Disney Co/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.97% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8049 | 5.86 | |
| 0.0693 | 6.08 | |
| 0.8757 | 39.13 | |
| -0.0498 | -1.49 | |
| 0.1208 | 2.59 | |
| -0.1774 | -5.99 | |
| 0.1906 | 6.47 | |
| -0.1397 | -4.03 | |
| 0.1006 | 2.13 | |
| -0.0423 | -0.84 | |
| -0.0633 | -1.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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