V-Lab: Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

V-Lab

Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:22.31% (-0.54%)

Analysis last updated: Monday, September 15, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	11.31
$α$	0.0298	16.48
$β$	0.9406	426.00
$γ$	0.0439	10.68

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts