Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
25.70%
increased by 0.03%
1 Week
25.74%
increased by 0.07%
1 Month
25.90%
increased by 0.23%
Analysis last updated: Friday, April 17, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 11.47 | |
| 0.0295 | 16.85 | |
| 0.9420 | 442.90 | |
| 0.0419 | 10.33 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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