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	param	t-stat
$ω$	1.1536	4.99
$α$	0.1280	6.64
$β$	0.8499	62.85
$γ_{1}$	0.0638	4.29
$γ_{2}$	-0.0987	-4.07
$γ_{3}$	0.0521	3.55

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Wachovia Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wachovia Corp Analyses