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	param	t-stat
$ω$	1.1922	8.35
$α$	0.0911	7.68
$β$	0.8673	59.20
$γ_{1}$	0.0629	2.37
$γ_{2}$	-0.0415	-0.88
$γ_{3}$	-0.1162	-3.24
$γ_{4}$	0.2278	9.13
$γ_{5}$	-0.2391	-7.20
$γ_{6}$	0.1595	4.92
$γ_{7}$	-0.0671	-2.39
$γ_{8}$	-0.0003	-0.01

V-Lab

Bank of America Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses