Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
24.34%
increased by 0.41%
1 Week
24.40%
increased by 0.47%
1 Month
24.64%
increased by 0.71%
Analysis last updated: Friday, April 24, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.47 | |
| 0.0295 | 16.84 | |
| 0.9420 | 442.48 | |
| 0.0419 | 10.33 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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