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	param	t-stat
$ω$	1.2182	8.46
$α$	0.0904	7.67
$β$	0.8690	60.24
$γ_{1}$	0.0645	2.42
$γ_{2}$	-0.0441	-0.94
$γ_{3}$	-0.1130	-3.10
$γ_{4}$	0.2231	8.95
$γ_{5}$	-0.2350	-7.20
$γ_{6}$	0.1587	4.96
$γ_{7}$	-0.0736	-2.87
$γ_{8}$	0.0234	1.24

V-Lab

Bank of America Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses