Unfortunately, I do not know of any great tricks to get it to budge. I would recommend the use of penetrating liquid and then using a rubber mallet or soft faced hammer and try tapping on it near the base of the spokes. The base part of the steering wheel is really quite strong and will take some tapping/ pounding. The outer ring of the steering wheel does not offer a lot of help when it comes to tapping as it is springy enough to absorb much of any tapping on the outer ring. One other way to try this is to get a friend to help. With one person pulling up on the wheel the other person tap on the nut (replace the nut on the shaft for this purpose, this is to protect the threads on the shaft). The jarring of this operation may get the splines loosened up.
Charley Fitch