Wal-Mart Stores Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.75%
decreased by 0.77%
1 Week
26.66%
decreased by 0.86%
1 Month
26.39%
decreased by 1.13%
Analysis last updated: Friday, June 12, 2026 at 11:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2210 | 8.36 | |
| 0.0535 | 5.61 | |
| 0.9120 | 54.83 | |
| 0.0287 | 0.98 | |
| 0.0010 | 0.02 | |
| -0.1219 | -3.34 | |
| 0.1720 | 5.04 | |
| -0.1376 | -3.52 | |
| 0.1306 | 2.79 | |
| -0.1209 | -2.26 | |
| 0.0706 | 1.39 | |
| -0.0341 | -0.96 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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