Westpac Banking GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.16% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 14.86 | |
| 0.0568 | 25.71 | |
| 0.9217 | 293.99 |
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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