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 Monday, June 30th, 2025:19.87% (+0.17%)

Analysis last updated: Friday, June 27, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8049	5.79
$α$	0.0528	6.34
$β$	0.9298	80.47
$γ_{1}$	-0.0169	-3.94
$γ_{2}$	0.0268	4.37
$γ_{3}$	-0.0130	-4.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts