Wachovia Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 9.81 | |
| 0.1159 | 27.43 | |
| 0.8785 | 291.00 | |
| 0.4133 | 12.28 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
News Impact Curve
Volatility Forecasts
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