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{type} for {date}

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	param	t-stat
$ω$	1.1655	10.08
$α$	0.0686	4.84
$β$	0.8509	25.11
$γ_{1}$	0.0309	0.99
$γ_{2}$	0.0519	0.94
$γ_{3}$	-0.1957	-3.46
$γ_{4}$	0.1597	3.51

V-Lab

Bank One Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank One Corp Analyses