Wal-Mart Stores Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:26.91% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2291 | 8.42 | |
| 0.0528 | 5.51 | |
| 0.9135 | 53.55 | |
| 0.0258 | 0.86 | |
| 0.0110 | 0.23 | |
| -0.1383 | -3.66 | |
| 0.1894 | 5.34 | |
| -0.1510 | -3.74 | |
| 0.1361 | 2.86 | |
| -0.1133 | -2.08 | |
| 0.0461 | 0.79 | |
| 0.0187 | 0.20 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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