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

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V-Lab

Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:20.34% (+0.44%)

Analysis last updated: Saturday, December 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0196	8.23
$β$	0.8318	63.05
$γ$	0.0851	14.72
$λ_{1}$	0.0334	1.36
$λ_{2}$	0.0719	1.46
$λ_{3}$	0.9134	15.32

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts