V-Lab: Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

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Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:18.08% (-0.31%)

Analysis last updated: Saturday, October 11, 2025 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0195	8.59
$β$	0.8402	69.47
$γ$	0.0866	15.27
$λ_{1}$	0.0291	1.48
$λ_{2}$	0.0591	1.59
$λ_{3}$	0.9281	20.32

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts