Westpac Banking Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.04% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 23.83 | |
| 0.0897 | 39.44 | |
| 0.8862 | 314.60 |
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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