Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.18% (+6.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 16.55 | |
| 0.0381 | 14.90 | |
| 0.9294 | 338.81 | |
| 0.0101 | 2.57 |
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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