Wachovia Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 19.26 | |
| 0.1195 | 23.22 | |
| 0.8805 | 192.37 | |
| 0.2641 | 13.24 | |
| 1.4069 | 24.64 |
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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