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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

27.25%

increased by 0.44%

1 Week

27.25%

increased by 0.44%

1 Month

27.23%

increased by 0.42%

Analysis last updated: Tuesday, July 21, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Wal-Mart Stores Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 144 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.22 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8549
4.37***
α

ARCH

Response to squared shocks

0.0542
51.77***
β

GARCH

Volatility persistence

0.9952
910.52***
ν

DF

Student-t tail thickness

5.2202
13.69***

Persistence:

0.995

Half-life:

144 days