Westpac Banking Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0391 | 14.69 | |
| 0.8049 | 166.05 | |
| 0.1138 | 24.12 | |
| 0.1466 | 4.70 | |
| 0.2851 | 7.41 | |
| 0.6655 | 13.53 |
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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