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

V-Lab

Wal-Mart Stores Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:15.70% (-0.29%)

Analysis last updated: Tuesday, August 5, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0269	16.85
$α$	0.0716	24.86
$β$	0.9284	302.02
$γ$	0.2999	12.76
$δ$	0.8980	26.20

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts