V-Lab: Wal-Mart Stores Inc MEM Volatility Analysis

V-Lab

Wal-Mart Stores Inc MEM Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:18.37% (-0.78%)

Analysis last updated: Friday, June 20, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	9.85
$α$	0.1721	49.80
$β$	0.8179	300.46

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts