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

V-Lab

Wal-Mart Stores Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:39.46% (-0.62%)

Analysis last updated: Thursday, April 17, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	16.58
$α$	0.0702	24.28
$β$	0.9298	300.71
$γ$	0.3021	12.68
$δ$	0.8977	26.00

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts