Westpac Banking Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 20.47 | |
| 0.0829 | 33.66 | |
| 0.9010 | 318.14 |
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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