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

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V-Lab

Wal-Mart Stores Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:20.45% (-0.32%)

Analysis last updated: Tuesday, November 4, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0210	15.72
$α$	0.0480	28.01
$β$	0.9443	477.87

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts