Westpac Banking Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.35% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9224 | 9.27 | |
| 0.0564 | 6.32 | |
| 0.9228 | 74.65 | |
| -0.0003 | -0.50 |
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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