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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9052	3.95***
α ARCH Response to squared shocks	0.0709	34.82***
β GARCH Volatility persistence	0.9895	379.70***
ν DF Student-t tail thickness	4.5971	11.14***

V-Lab

Altria Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Altria Group Inc Analyses