Wachovia Corp EGARCH Volatility Analysis
This asset is not actively trading
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
News Impact Curve
Volatility Forecasts
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