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, November 17th, 2025:18.98% (-0.30%)

Analysis last updated: Saturday, November 15, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0195	8.61
$β$	0.8427	71.84
$γ$	0.0862	15.16
$λ_{1}$	0.0211	1.60
$λ_{2}$	0.0429	1.85
$λ_{3}$	0.9478	32.88

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts