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

V-Lab

Wal-Mart Stores Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:42.03% (-0.53%)

Analysis last updated: Thursday, April 17, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8165	5.53
$α$	0.0506	6.30
$β$	0.9342	85.60
$γ_{1}$	-0.0166	-3.37
$γ_{2}$	0.0259	3.28
$γ_{3}$	-0.0107	-1.11

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts