Westpac Banking APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.54% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 13.56 | |
| 0.0519 | 23.21 | |
| 0.9323 | 353.01 | |
| 0.3155 | 12.59 | |
| 1.6304 | 21.10 |
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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