Westpac Banking Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 20.78 | |
| 0.0827 | 37.43 | |
| 0.9139 | 412.05 | |
| 0.3377 | 20.03 | |
| 1.3734 | 37.02 |
Estimation Period:
Jan 2, 1990 to Jan 28, 2022
Jan 2, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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