Westpac Banking Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 12.52 | |
| 0.1556 | 41.51 | |
| 0.9833 | 1,040.50 | |
| -0.0598 | -17.23 |
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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