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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0203	15.83***
α ARCH Response to squared shocks	0.0462	28.34***
β GARCH Volatility persistence	0.9463	503.09***

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Wal-Mart Stores Inc GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses