Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:21.13% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 11.35 | |
| 0.0302 | 16.56 | |
| 0.9401 | 421.17 | |
| 0.0439 | 10.62 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Wal-Mart Stores Inc Analyses
Other GJR-GARCH Analyses on Equities