Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.75% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 16.47 | |
| 0.0400 | 15.27 | |
| 0.9259 | 325.57 | |
| 0.0101 | 2.49 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Amcor Ltd/Australia Analyses
Other GJR-GARCH Analyses on Depositary Receipts