V-Lab
V-Lab
Wachovia Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:92.59% (-5.99%)

Analysis last updated: Monday, December 29, 2014 at 06:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wachovia Corp AGARCH
paramt-stat
ω0.03289.81
α0.115927.43
β0.8785291.00
γ0.413312.28
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Impact of return on volatility tomorrow
Volatility Forecasts