Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:22.50% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.24 | |
| 0.0285 | 16.44 | |
| 0.9419 | 438.31 | |
| 0.0441 | 10.86 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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