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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0489	12.27***
α ARCH Response to squared shocks	0.0362	14.45***
β GARCH Volatility persistence	0.9169	501.87***
γ leverage Additional response to negative shocks	0.0737	12.54***

V-Lab

Bank of America Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses