Amcor Ltd/Australia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.54% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8900 | 8.06 | |
| 0.0646 | 6.94 | |
| 0.8758 | 46.27 | |
| 0.0203 | 2.22 | |
| -0.0364 | -2.50 | |
| 0.0224 | 2.04 | |
| -0.0114 | -0.97 | |
| 0.0230 | 1.30 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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