Westpac Banking Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.44% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 20.09 | |
| 0.0879 | 39.68 | |
| 0.8857 | 317.80 | |
| 0.3567 | 16.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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