Amcor Ltd/Australia EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.47% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 10.04 | |
| 0.0689 | 16.64 | |
| 0.9860 | 976.23 | |
| -0.0208 | -6.25 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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