Westpac Banking AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.64% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 11.91 | |
| 0.0739 | 32.21 | |
| 0.8851 | 272.09 | |
| 0.6385 | 13.67 |
Estimation Period:
Nov 1, 2005 to Feb 5, 2026
Nov 1, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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