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{type} for {date}

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	param	t-stat
$ω$	1.1592	10.05
$α$	0.2109	5.13
$β$	0.3633	4.32
$γ_{1}$	0.0118	1.73
$γ_{2}$	-0.0486	-3.33

V-Lab

Westcorp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westcorp Analyses