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

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V-Lab

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

Volatility Prediction for Monday, December 30th, 2024:21.66% (-0.04%)

Analysis last updated: Friday, December 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8068	5.58
$α$	0.0497	6.16
$β$	0.9347	84.63
$γ_{1}$	-0.0173	-3.77
$γ_{2}$	0.0273	4.15
$γ_{3}$	-0.0131	-3.72

Estimation Period:
Jan 2, 1990 to Dec 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts