V-Lab: Wal-Mart Stores Inc Asy. Power MEM Volatility Analysis

V-Lab

Wal-Mart Stores Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:21.71% (+2.47%)

Analysis last updated: Thursday, September 18, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0275	27.95
$α$	0.1876	63.33
$β$	0.8043	261.65
$γ$	0.0959	16.35
$δ$	0.6361	23.21

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts