Westpac Banking MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.52% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1642 | 11.46 | |
| 0.1641 | 26.25 | |
| 0.7754 | 155.34 |
Estimation Period:
Nov 24, 2005 to Feb 13, 2026
Nov 24, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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