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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0282	7.17***
αARCH	0.1878	16.25***
βGARCH	0.8037	66.73***
γleverage	0.0924	4.05***
δpower	0.6388	5.87***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0282	7.17***
α ARCH Response to squared shocks	0.1878	16.25***
β GARCH Volatility persistence	0.8037	66.73***
γ leverage Additional response to negative shocks	0.0924	4.05***
δ power Transformation power	0.6388	5.87***

V-Lab

Wal-Mart Stores Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses