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 Friday, November 7th, 2025:20.19% (-0.45%)

Analysis last updated: Thursday, November 6, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0192	8.54
$β$	0.8433	72.04
$γ$	0.0863	15.20
$λ_{1}$	0.0212	1.59
$λ_{2}$	0.0430	1.84
$λ_{3}$	0.9476	32.67

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts