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

V-Lab

Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:18.40% (-0.36%)

Analysis last updated: Tuesday, July 1, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	11.19
$α$	0.0299	16.41
$β$	0.9396	415.40
$γ$	0.0456	10.88

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts