V-Lab: Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis

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V-Lab

Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.07% (-0.59%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7844	6.71
$α$	0.0529	22.94
$β$	0.9831	331.44
$ν$	6	5.10

Estimation Period:
Jan 1, 1990 to Apr 19, 2024