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

V-Lab

Wal-Mart Stores Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:18.93% (-0.54%)

Analysis last updated: Monday, June 30, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0269	16.85
$α$	0.0714	24.78
$β$	0.9286	302.29
$γ$	0.3026	12.84
$δ$	0.8974	26.16

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts