Wal-Mart Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:25.53% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 11.26 | |
| 0.0286 | 16.27 | |
| 0.9419 | 437.09 | |
| 0.0439 | 10.79 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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