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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2122	8.40***
αARCH	0.0503	5.44***
βGARCH	0.9167	56.53***

γ₁	0.0283	0.99
γ₂	0.0001	0.00
γ₃	-0.1192	-3.35***
γ₄	0.1708	5.15***
γ₅	-0.1390	-3.67***
γ₆	0.1354	2.93***
γ₇	-0.1316	-2.45**
γ₈	0.0877	1.69*
γ₉	-0.0494	-1.33

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2122	8.40***
α ARCH Response to squared shocks	0.0503	5.44***
β GARCH Volatility persistence	0.9167	56.53***

γ₁	0.0283	0.99
γ₂	0.0001	0.00
γ₃	-0.1192	-3.35***
γ₄	0.1708	5.15***
γ₅	-0.1390	-3.67***
γ₆	0.1354	2.93***
γ₇	-0.1316	-2.45**
γ₈	0.0877	1.69*
γ₉	-0.0494	-1.33

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