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

V-Lab

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V-Lab

Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:38.26% (+3.79%)

Analysis last updated: Monday, March 10, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0226	10.93
$α$	0.0298	16.57
$β$	0.9426	431.41
$γ$	0.0413	10.22

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts