V-Lab
V-Lab
Wachovia Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:91.90% (-4.05%)

Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wachovia Corp GARCH
paramt-stat
ω0.042617.46
α0.118028.35
β0.8795300.99
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Impact of return on volatility tomorrow
Volatility Forecasts