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

V-Lab

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V-Lab

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

Volatility Prediction for Thursday, May 2nd, 2024:16.44% (-0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1977	7.72
$α$	0.0493	5.22
$β$	0.9255	56.67
$γ_{1}$	0.0317	1.14
$γ_{2}$	-0.0199	-0.46
$γ_{3}$	-0.0802	-2.38
$γ_{4}$	0.1282	4.15
$γ_{5}$	-0.0936	-2.82
$γ_{6}$	0.0869	2.07
$γ_{7}$	-0.0984	-1.98
$γ_{8}$	0.0581	1.39

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts