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 20th, 2025:23.08% (-0.66%)

Analysis last updated: Friday, October 17, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0196	8.64
$β$	0.8424	71.80
$γ$	0.0864	15.19
$λ_{1}$	0.0213	1.60
$λ_{2}$	0.0433	1.85
$λ_{3}$	0.9473	32.59

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts