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, November 17th, 2025:17.40% (-0.81%)

Analysis last updated: Saturday, November 15, 2025 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	16.92
$α$	0.0698	24.71
$β$	0.9302	309.34
$γ$	0.2955	12.55
$δ$	0.9108	26.25

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts