Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.46% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7915 | 6.71 | |
| 0.0516 | 23.21 | |
| 0.9828 | 327.91 | |
| 5.4989 | 5.51 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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