Westpac Banking Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.92% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 17.88 | |
| 0.1726 | 41.17 | |
| 0.9744 | 839.25 | |
| -0.0416 | -13.14 |
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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