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

V-Lab

Wal-Mart Stores Inc APARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:21.36% (-0.44%)

Analysis last updated: Saturday, September 13, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	16.95
$α$	0.0710	24.92
$β$	0.9290	305.80
$γ$	0.2931	12.46
$δ$	0.8949	26.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts