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

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V-Lab

Wal-Mart Stores Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:22.49% (-0.89%)

Analysis last updated: Saturday, December 6, 2025 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0190	9.26
$α$	0.1252	27.44
$β$	0.9858	921.31
$γ$	-0.0350	-9.83

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts