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

V-Lab

Wal-Mart Stores Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.60% (+0.08%)

Analysis last updated: Monday, July 14, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0190	9.31
$α$	0.1288	27.68
$β$	0.9857	914.42
$γ$	-0.0349	-9.67

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts