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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, December 30th, 2024:22.36% (+0.20%)

Analysis last updated: Friday, December 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8183	4.47
$α$	0.0537	52.68
$β$	0.9954	979.75
$ν$	5	13.60

Estimation Period:
Jan 2, 1990 to Dec 27, 2024