Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.26%
decreased by 0.78%
1 Week
30.23%
decreased by 0.81%
1 Month
30.13%
decreased by 0.91%
Analysis last updated: Friday, June 12, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 11.49 | |
| 0.0294 | 16.89 | |
| 0.9426 | 450.81 | |
| 0.0412 | 10.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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