V-Lab: Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

V-Lab

Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:17.53% (-0.18%)

Analysis last updated: Friday, July 25, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	11.22
$α$	0.0302	16.46
$β$	0.9394	414.77
$γ$	0.0454	10.82

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts