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

V-Lab

Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:21.28% (-0.04%)

Analysis last updated: Wednesday, July 2, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0188	8.32
$β$	0.8365	68.28
$γ$	0.0887	15.48
$λ_{1}$	0.0328	1.45
$λ_{2}$	0.0673	1.54
$λ_{3}$	0.9184	17.20

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts