Walt Disney Co/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:19.71% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8032 | 5.88 | |
| 0.0696 | 5.94 | |
| 0.8744 | 37.61 | |
| -0.0507 | -1.52 | |
| 0.1227 | 2.64 | |
| -0.1789 | -6.06 | |
| 0.1909 | 6.48 | |
| -0.1379 | -3.98 | |
| 0.0955 | 2.05 | |
| -0.0312 | -0.63 | |
| -0.0920 | -1.58 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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