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 Thursday, April 17th, 2025:41.26% (+1.46%)

Analysis last updated: Wednesday, April 16, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9684	4.55
$α$	0.0544	54.60
$β$	0.9956	1,056.93
$ν$	5.3057	14.49

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