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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0453	7.89***
α ARCH Response to squared shocks	0.0810	6.50***
β GARCH Volatility persistence	0.8707	41.39***

γ₁	0.0178	1.61
γ₂	-0.0495	-2.91***
γ₃	0.0556	4.74***
γ₄	-0.0237	-2.40**
γ₅	-0.0048	-0.73

V-Lab

Altria Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Altria Group Inc Analyses