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, December 8th, 2025:21.16% (-0.45%)

Analysis last updated: Saturday, December 6, 2025 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0189	8.46
$β$	0.8368	68.00
$γ$	0.0886	15.52
$λ_{1}$	0.0288	1.45
$λ_{2}$	0.0586	1.57
$λ_{3}$	0.9289	20.36

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts