Walt Disney Co/The Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
28.91%
increased by 4.18%
1 Week
28.55%
increased by 3.82%
1 Month
27.53%
increased by 2.80%
Analysis last updated: Thursday, July 2, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8129 | 5.99 | |
| 0.0697 | 6.21 | |
| 0.8744 | 39.73 | |
| -0.0452 | -1.39 | |
| 0.1120 | 2.46 | |
| -0.1700 | -5.89 | |
| 0.1871 | 6.54 | |
| -0.1419 | -4.27 | |
| 0.1104 | 2.36 | |
| -0.0627 | -1.22 | |
| -0.0331 | -0.55 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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