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

V-Lab

Wal-Mart Stores Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:20.38% (+1.47%)

Analysis last updated: Tuesday, July 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8064	5.77
$α$	0.0530	6.36
$β$	0.9295	79.94
$γ_{1}$	-0.0168	-3.64
$γ_{2}$	0.0266	3.58
$γ_{3}$	-0.0126	-1.36

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts