Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.18%
decreased by 0.41%
1 Week
22.28%
decreased by 0.31%
1 Month
22.67%
increased by 0.08%
Analysis last updated: Thursday, April 2, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 11.52 | |
| 0.0298 | 16.88 | |
| 0.9417 | 439.03 | |
| 0.0418 | 10.26 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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