Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:21.58% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8970 | 7.09 | |
| 0.0715 | 6.72 | |
| 0.8433 | 35.61 | |
| 0.0222 | 0.87 | |
| 0.0056 | 0.14 | |
| -0.0797 | -2.17 | |
| 0.0870 | 2.04 | |
| -0.0628 | -1.54 | |
| 0.0484 | 1.51 | |
| -0.0427 | -1.31 | |
| 0.0541 | 1.59 | |
| -0.0482 | -1.94 |
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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