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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0485	8.01***
α ARCH Response to squared shocks	0.0812	6.44***
β GARCH Volatility persistence	0.8691	40.53***

γ₁	0.0182	1.66*
γ₂	-0.0502	-2.96***
γ₃	0.0560	4.81***
γ₄	-0.0241	-2.47**
γ₅	-0.0044	-0.67

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