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

V-Lab

Walt Disney Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:18.09% (-0.13%)

Analysis last updated: Wednesday, September 17, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7966	5.78
$α$	0.0680	6.00
$β$	0.8777	38.81
$γ_{1}$	-0.0542	-1.59
$γ_{2}$	0.1295	2.73
$γ_{3}$	-0.1845	-6.09
$γ_{4}$	0.1927	6.37
$γ_{5}$	-0.1342	-3.79
$γ_{6}$	0.0851	1.86
$γ_{7}$	-0.0133	-0.29
$γ_{8}$	-0.1119	-2.10

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts