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

V-Lab

Wal-Mart Stores Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:23.54% (-0.39%)

Analysis last updated: Saturday, September 13, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8079	5.83
$α$	0.0523	6.35
$β$	0.9302	80.86
$γ_{1}$	-0.0166	-3.67
$γ_{2}$	0.0263	3.63
$γ_{3}$	-0.0123	-1.37

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts