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 2nd, 2025:23.04% (+0.25%)

Analysis last updated: Friday, May 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8030	5.69
$α$	0.0517	6.30
$β$	0.9317	82.30
$γ_{1}$	-0.0171	-3.90
$γ_{2}$	0.0272	4.34
$γ_{3}$	-0.0132	-3.99

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts