Wesfarmers Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.55% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 23.26 | |
| 0.2174 | 41.45 | |
| 0.9520 | 439.10 | |
| -0.0221 | -4.89 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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