Wesfarmers Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.06% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 23.89 | |
| 0.1093 | 33.76 | |
| 0.8448 | 203.36 | |
| 0.1562 | 7.08 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Wesfarmers Ltd Analyses
Other AGARCH Analyses on International Equities