Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.22%
decreased by 0.83%
1 Week
33.16%
decreased by 0.89%
1 Month
32.91%
decreased by 1.14%
Analysis last updated: Monday, June 8, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 11.45 | |
| 0.0293 | 16.87 | |
| 0.9426 | 450.34 | |
| 0.0416 | 10.41 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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