Wal-Mart Stores Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.44% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2294 | 8.39 | |
| 0.0526 | 5.48 | |
| 0.9141 | 53.63 | |
| 0.0256 | 0.85 | |
| 0.0115 | 0.24 | |
| -0.1389 | -3.64 | |
| 0.1893 | 5.27 | |
| -0.1500 | -3.67 | |
| 0.1343 | 2.80 | |
| -0.1104 | -2.01 | |
| 0.0424 | 0.71 | |
| 0.0216 | 0.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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