Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
38.69%
decreased by 0.90%
1 Week
38.56%
decreased by 1.03%
1 Month
38.08%
decreased by 1.51%
Analysis last updated: Friday, May 22, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 11.42 | |
| 0.0294 | 16.85 | |
| 0.9421 | 445.67 | |
| 0.0423 | 10.45 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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