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{type} for {date}

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	param	t-stat
$ω$	0.7638	6.26
$α$	0.1246	5.65
$β$	0.8196	49.48
$γ_{1}$	-0.0419	-1.13
$γ_{2}$	0.1571	2.72
$γ_{3}$	-0.2143	-4.72
$γ_{4}$	0.0779	1.72
$γ_{5}$	0.3937	5.14

V-Lab

Wachovia Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wachovia Corp Analyses