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 Monday, July 28th, 2025:16.67% (+0.17%)

Analysis last updated: Friday, July 25, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8056	4.38
$α$	0.0555	51.11
$β$	0.9951	892.46
$ν$	5.3130	13.20

Estimation Period:
Jan 2, 1990 to Jul 25, 2025