Walt Disney Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.24%
decreased by 0.58%
1 Week
25.40%
decreased by 0.42%
1 Month
26.00%
increased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 10.28 | |
| 0.0268 | 14.07 | |
| 0.9362 | 486.60 | |
| 0.0522 | 9.53 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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