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

V-Lab

Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:20.33% (+0.63%)

Analysis last updated: Friday, September 19, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0190	8.50
$β$	0.8452	72.99
$γ$	0.0862	15.20
$λ_{1}$	0.0213	1.61
$λ_{2}$	0.0432	1.85
$λ_{3}$	0.9474	32.74

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts