Amcor PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:40.93% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5773 | 15.93 | |
| 0.3581 | 21.64 | |
| 0.7629 | 45.64 | |
| 0.0934 | 3.88 |
Estimation Period:
Jun 14, 2019 to Feb 27, 2026
Jun 14, 2019 to Feb 27, 2026
News Impact Curve
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