# Reasonable Hull & White parameters

I am using a Hull & White model to simulate forward rates on US swap curve from the 1.10.2012. This is a part of a bigger picture, and I am interested in some reasonable values for the parameters alpha and gamma. Exactly calibrated values are not needed, so I thought it would be faster to ask here :)

i.e. I want alpha and gamma so that the HJM-volatility is

$\sigma(t_i,t_j) = \alpha * e^{-\gamma (t_j-t_i)}$