Westpac Banking Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.21% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0995 | 10.63 | |
| 0.0795 | 29.28 | |
| 0.9794 | 473.35 | |
| 7.2145 | 6.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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