V-Lab: Wachovia Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Wachovia Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2009:97.13% (-3.69%)

Analysis last updated: Monday, March 1, 2021 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2666	4.92
$α$	0.0844	50.63
$β$	0.9961	1437.35
$ν$	6	10.72

Estimation Period:
Jan 2, 1990 to Dec 31, 2008