Westpac Banking Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1743 | 10.07 | |
| 0.0863 | 8.18 | |
| 0.8923 | 74.99 | |
| 0.0006 | 2.74 |
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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