Westpac Banking Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.76% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4591 | 8.95 | |
| 0.0950 | 10.15 | |
| 0.8739 | 72.97 | |
| 0.0037 | 3.89 | |
| -0.0043 | -3.66 |
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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