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 Monday, December 8th, 2025:26.83% (-0.69%)

Analysis last updated: Saturday, December 6, 2025 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8116	5.94
$α$	0.0508	6.31
$β$	0.9318	82.50
$γ_{1}$	-0.0161	-3.66
$γ_{2}$	0.0255	3.61
$γ_{3}$	-0.0112	-1.27

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts