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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0474	16.64***
α ARCH Response to squared shocks	0.0796	32.40***
β GARCH Volatility persistence	0.9104	423.26***

V-Lab

Bank of America Corp GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses