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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0237	11.56***
α ARCH Response to squared shocks	0.0295	16.98***
β GARCH Volatility persistence	0.9426	450.36***
γ leverage Additional response to negative shocks	0.0408	10.25***

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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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