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V-Lab

Wal-Mart Stores Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

29.51%

increased by 4.52%

1 Week

27.27%

increased by 2.28%

1 Month

21.35%

decreased by 3.64%

Analysis last updated: Friday, July 17, 2026 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Wal-Mart Stores Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 13% more than equivalent positive returns. The volatility power δ = 0.64 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0282
28.62***
α

ARCH

Response to squared shocks

0.1884
64.88***
β

GARCH

Volatility persistence

0.8031
265.66***
γ

leverage

Additional response to negative shocks

0.0940
16.41***
δ

power

Transformation power

0.6383
23.48***

Persistence:

0.955

Half-life:

15 days