Amcor PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.80% (-12.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4899 | 56.31 | |
| 0.1485 | 6.22 | |
| -0.4369 | -29.72 | |
| 0.0135 | 0.33 | |
| 0.0059 | 1.04 | |
| 0.9918 | 104.82 |
Estimation Period:
Jun 14, 2019 to Feb 13, 2026
Jun 14, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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