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{name} Model Equation

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Param	Value	t-stat
ωconst	2.8446	1.09
αARCH	0.0537	12.90***
βGARCH	0.9952	227.63***
νDF	5.1837	3.45***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8446	1.09
α ARCH Response to squared shocks	0.0537	12.90***
β GARCH Volatility persistence	0.9952	227.63***
ν DF Student-t tail thickness	5.1837	3.45***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses