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

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V-Lab

Wal-Mart Stores Inc APARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.92% (-0.47%)

Analysis last updated: Saturday, December 13, 2025 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	16.98
$α$	0.0695	24.78
$β$	0.9305	311.19
$γ$	0.3091	13.00
$δ$	0.9080	26.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts