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

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Wal-Mart Stores Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:17.04% (-0.25%)

Analysis last updated: Monday, October 13, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8037	5.85
$α$	0.0527	6.37
$β$	0.9295	79.85
$γ_{1}$	-0.0168	-3.76
$γ_{2}$	0.0268	3.75
$γ_{3}$	-0.0136	-1.53

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts