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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9559	4.67***
α ARCH Response to squared shocks	0.0736	54.23***
β GARCH Volatility persistence	0.9953	1,007.35***
ν DF Student-t tail thickness	6.2272	11.80***

V-Lab

Bank of America Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses