V-Lab: Amcor Ltd/Australia Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Amcor Ltd/Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:19.95% (-0.38%)

Analysis last updated: Saturday, April 13, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9196	7.90
$α$	0.0642	6.72
$β$	0.8784	47.00
$γ_{1}$	0.0266	2.55
$γ_{2}$	-0.0460	-2.77
$γ_{3}$	0.0271	2.21
$γ_{4}$	-0.0143	-1.21
$γ_{5}$	0.0216	1.27

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts