Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:20.11% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.28 | |
| 0.0291 | 16.33 | |
| 0.9416 | 433.50 | |
| 0.0435 | 10.75 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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