Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:26.40% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.48 | |
| 0.0297 | 16.87 | |
| 0.9418 | 440.73 | |
| 0.0419 | 10.31 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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