Amcor Ltd/Australia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.02% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8908 | 8.03 | |
| 0.0644 | 6.95 | |
| 0.8765 | 46.66 | |
| 0.0204 | 2.23 | |
| -0.0367 | -2.51 | |
| 0.0226 | 2.05 | |
| -0.0116 | -0.99 | |
| 0.0235 | 1.33 |
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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