Westpac Banking EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.62% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 8.86 | |
| 0.1127 | 28.56 | |
| 0.9776 | 566.38 | |
| -0.0457 | -9.81 |
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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