Westpac Banking Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 18.56 | |
| 0.0394 | 17.71 | |
| 0.9083 | 394.38 | |
| 0.0724 | 13.24 |
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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