Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:19.35% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.19 | |
| 0.0281 | 16.37 | |
| 0.9420 | 438.98 | |
| 0.0447 | 11.03 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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