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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8518	4.36***
α ARCH Response to squared shocks	0.0542	51.72***
β GARCH Volatility persistence	0.9952	909.68***
ν DF Student-t tail thickness	5.2251	13.65***

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Wal-Mart Stores Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses