Westpac Banking Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.67% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3565 | 9.66 | |
| 0.0941 | 10.08 | |
| 0.8761 | 73.46 | |
| 0.0018 | 3.84 |
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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