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

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Walt Disney Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:24.42% (-1.04%)

Analysis last updated: Saturday, December 6, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8018	5.85
$α$	0.0694	5.96
$β$	0.8750	37.89
$γ_{1}$	-0.0515	-1.53
$γ_{2}$	0.1241	2.65
$γ_{3}$	-0.1801	-6.07
$γ_{4}$	0.1915	6.46
$γ_{5}$	-0.1377	-3.95
$γ_{6}$	0.0944	2.03
$γ_{7}$	-0.0296	-0.61
$γ_{8}$	-0.0892	-1.53

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts