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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0238	11.61***
α ARCH Response to squared shocks	0.0297	17.02***
β GARCH Volatility persistence	0.9424	448.98***
γ leverage Additional response to negative shocks	0.0407	10.20***

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Wal-Mart Stores Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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