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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0214	8.97***
β GARCH Volatility persistence	0.8242	63.53***
γ leverage Additional response to negative shocks	0.0893	15.52***
λ₁ tau intercept Baseline long-term coefficient	0.0299	1.42
λ₂ forecast adj. Forecast performance sensitivity	0.0622	1.57
λ₃ tau persistence Long-term factor persistence	0.9250	19.11***

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Wal-Mart Stores Inc MF2-GARCH Volatility Analysis

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