Wesfarmers Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.02% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 23.29 | |
| 0.2206 | 41.75 | |
| 0.9510 | 432.68 | |
| -0.0233 | -5.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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