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

Skip to main content

V-Lab

Walt Disney Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:17.63% (-0.43%)

Analysis last updated: Monday, November 3, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8006	5.80
$α$	0.0677	5.98
$β$	0.8785	38.77
$γ_{1}$	-0.0525	-1.55
$γ_{2}$	0.1261	2.67
$γ_{3}$	-0.1817	-6.04
$γ_{4}$	0.1915	6.38
$γ_{5}$	-0.1351	-3.83
$γ_{6}$	0.0881	1.90
$γ_{7}$	-0.0171	-0.36
$γ_{8}$	-0.1198	-2.29

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts