Westpac Banking GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.76% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6201 | 6.32 | |
| 0.0588 | 20.33 | |
| 0.9815 | 290.13 | |
| 5.8198 | 4.68 |
Estimation Period:
Nov 1, 2005 to Feb 5, 2026
Nov 1, 2005 to Feb 5, 2026
Other Westpac Banking Analyses
Other GAS-GARCH Student T Analyses on International Equities