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{type} for {date}

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	param	t-stat
$ω$	1.0114	6.06
$α$	0.1791	5.31
$β$	0.3612	3.94
$γ_{1}$	-0.1722	-0.60
$γ_{2}$	0.2045	0.49
$γ_{3}$	0.0535	0.20
$γ_{4}$	-0.2560	-0.99
$γ_{5}$	0.5297	1.79
$γ_{6}$	-0.8631	-2.96
$γ_{7}$	0.9325	3.37
$γ_{8}$	-0.8743	-3.48
$γ_{9}$	0.6746	2.50
$γ_{10}$	-0.1895	-0.81

V-Lab

Westcorp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westcorp Analyses