Wesfarmers Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.31% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1004 | 23.82 | |
| 0.1107 | 33.63 | |
| 0.8424 | 199.82 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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