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

V-Lab

Wal-Mart Stores Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:17.78% (-0.38%)

Analysis last updated: Thursday, July 3, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	10.91
$α$	0.0558	30.05
$β$	0.9342	429.72
$γ$	0.2753	7.03

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts