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 Thursday, October 30th, 2025:21.83% (-0.12%)

Analysis last updated: Wednesday, October 29, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	9.44
$α$	0.1259	27.44
$β$	0.9859	933.59
$γ$	-0.0339	-9.51

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts