Wal-Mart Stores Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.04% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2292 | 8.39 | |
| 0.0529 | 5.51 | |
| 0.9138 | 53.65 | |
| 0.0257 | 0.85 | |
| 0.0112 | 0.23 | |
| -0.1384 | -3.64 | |
| 0.1893 | 5.29 | |
| -0.1504 | -3.69 | |
| 0.1351 | 2.82 | |
| -0.1115 | -2.03 | |
| 0.0434 | 0.73 | |
| 0.0237 | 0.25 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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