V-Lab
Wachovia Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:35.15% (-257.13%)
Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0966 | -0.11 | |
| 1.9999 | 1.33 | |
| 0.4657 | 3.14 | |
| -1.1066 | -0.94 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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