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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2031	8.30***
αARCH	0.0503	5.45***
βGARCH	0.9172	56.88***

γ₁	0.0260	0.90
γ₂	0.0038	0.08
γ₃	-0.1215	-3.38***
γ₄	0.1722	5.14***
γ₅	-0.1397	-3.66***
γ₆	0.1357	2.91***
γ₇	-0.1314	-2.44**
γ₈	0.0876	1.68*
γ₉	-0.0496	-1.33

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2031	8.30***
α ARCH Response to squared shocks	0.0503	5.45***
β GARCH Volatility persistence	0.9172	56.88***

γ₁	0.0260	0.90
γ₂	0.0038	0.08
γ₃	-0.1215	-3.38***
γ₄	0.1722	5.14***
γ₅	-0.1397	-3.66***
γ₆	0.1357	2.91***
γ₇	-0.1314	-2.44**
γ₈	0.0876	1.68*
γ₉	-0.0496	-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