Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.82% (+9.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9065 | 7.08 | |
| 0.0667 | 6.63 | |
| 0.8558 | 38.91 | |
| 0.0257 | 1.00 | |
| 0.0004 | 0.01 | |
| -0.0767 | -2.07 | |
| 0.0844 | 1.96 | |
| -0.0606 | -1.47 | |
| 0.0471 | 1.45 | |
| -0.0424 | -1.28 | |
| 0.0536 | 1.55 | |
| -0.0475 | -1.87 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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