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

V-Lab

Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:18.22% (-0.31%)

Analysis last updated: Friday, July 25, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0191	8.41
$β$	0.8365	68.44
$γ$	0.0885	15.48
$λ_{1}$	0.0339	1.45
$λ_{2}$	0.0693	1.53
$λ_{3}$	0.9159	16.54

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts