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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2057	8.36***
αARCH	0.0500	5.42***
βGARCH	0.9171	56.53***

γ₁	0.0279	0.98
γ₂	0.0003	0.01
γ₃	-0.1186	-3.36***
γ₄	0.1704	5.19***
γ₅	-0.1390	-3.70***
γ₆	0.1356	2.95***
γ₇	-0.1328	-2.48**
γ₈	0.0898	1.72*
γ₉	-0.0510	-1.37

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2057	8.36***
α ARCH Response to squared shocks	0.0500	5.42***
β GARCH Volatility persistence	0.9171	56.53***

γ₁	0.0279	0.98
γ₂	0.0003	0.01
γ₃	-0.1186	-3.36***
γ₄	0.1704	5.19***
γ₅	-0.1390	-3.70***
γ₆	0.1356	2.95***
γ₇	-0.1328	-2.48**
γ₈	0.0898	1.72*
γ₉	-0.0510	-1.37

V-Lab

Wal-Mart Stores Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses