Westpac Banking Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2917 | 8.30 | |
| 0.0734 | 32.03 | |
| 0.9858 | 577.52 | |
| 7.1446 | 5.96 |
Estimation Period:
Jan 2, 1990 to Jan 28, 2022
Jan 2, 1990 to Jan 28, 2022
Other Westpac Banking Corp Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts