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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model 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
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| Parameter | Value | t-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
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