Amcor Ltd/Australia EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.99% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 9.93 | |
| 0.0685 | 16.67 | |
| 0.9861 | 979.23 | |
| -0.0209 | -6.30 |
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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