Westpac Banking Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 11.35 | |
| 0.0852 | 39.91 | |
| 0.8941 | 349.39 | |
| 0.6072 | 21.78 |
Estimation Period:
Jan 2, 1990 to Jan 28, 2022
Jan 2, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other Westpac Banking Corp Analyses
Other AGARCH Analyses on Depositary Receipts