V-Lab: Wal-Mart Stores Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Wal-Mart Stores Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:24.18% (-0.63%)

Analysis last updated: Wednesday, August 27, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8058	5.83
$α$	0.0526	6.35
$β$	0.9299	80.73
$γ_{1}$	-0.0168	-3.98
$γ_{2}$	0.0268	4.44
$γ_{3}$	-0.0131	-4.15

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts