Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.44% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8968 | 7.06 | |
| 0.0710 | 6.72 | |
| 0.8452 | 36.19 | |
| 0.0221 | 0.86 | |
| 0.0058 | 0.15 | |
| -0.0798 | -2.17 | |
| 0.0868 | 2.03 | |
| -0.0625 | -1.53 | |
| 0.0483 | 1.50 | |
| -0.0431 | -1.31 | |
| 0.0548 | 1.61 | |
| -0.0490 | -1.96 |
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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