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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0333	16.58***
α ARCH Response to squared shocks	0.0408	16.44***
β GARCH Volatility persistence	0.9306	385.81***
γ leverage Additional response to negative shocks	0.0363	8.37***

V-Lab

Altria Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Altria Group Inc Analyses