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

V-Lab

Walt Disney Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:19.98% (-0.14%)

Analysis last updated: Thursday, July 10, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7922	5.74
$α$	0.0683	6.02
$β$	0.8772	39.15
$γ_{1}$	-0.0564	-1.63
$γ_{2}$	0.1336	2.79
$γ_{3}$	-0.1877	-6.13
$γ_{4}$	0.1937	6.32
$γ_{5}$	-0.1325	-3.72
$γ_{6}$	0.0808	1.80
$γ_{7}$	-0.0079	-0.18
$γ_{8}$	-0.1047	-1.84

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts