Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 11.33 | |
| 0.0288 | 16.58 | |
| 0.9421 | 441.08 | |
| 0.0431 | 10.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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