V-Lab: Wal-Mart Stores Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Wal-Mart Stores Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:28.04% (+0.05%)

Analysis last updated: Thursday, May 8, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9073	4.49
$α$	0.0543	53.52
$β$	0.9955	1,008.61
$ν$	5.3052	14.08

Estimation Period:
Jan 2, 1990 to May 2, 2025