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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2115	8.35***
α ARCH Response to squared shocks	0.0533	5.60***
β GARCH Volatility persistence	0.9119	54.74***

γ₁	0.0224	0.78
γ₂	0.0112	0.24
γ₃	-0.1280	-3.55***
γ₄	0.1760	5.22***
γ₅	-0.1408	-3.66***
γ₆	0.1344	2.89***
γ₇	-0.1255	-2.35**
γ₈	0.0750	1.48
γ₉	-0.0367	-1.04

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wal-Mart Stores Inc Analyses