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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0213	10.94***
α ARCH Response to squared shocks	0.0273	16.32***
β GARCH Volatility persistence	0.9469	474.15***
γ leverage Additional response to negative shocks	0.0388	10.37***

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Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses