Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.91% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 16.46 | |
| 0.0407 | 15.30 | |
| 0.9255 | 324.38 | |
| 0.0096 | 2.34 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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