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{type} for {date}

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	param	t-stat
$ω$	0.9622	5.38
$α$	0.0953	7.71
$β$	0.8549	50.78
$γ_{1}$	-0.0887	-1.67
$γ_{2}$	0.1309	1.79
$γ_{3}$	-0.0555	-1.24
$γ_{4}$	-0.0022	-0.05
$γ_{5}$	0.1234	2.77
$γ_{6}$	-0.2728	-6.43
$γ_{7}$	0.2644	5.78
$γ_{8}$	-0.1398	-2.55
$γ_{9}$	0.1438	1.54

V-Lab

Westpac Banking Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Corp Analyses