V-Lab
Amcor Ltd/Australia EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.85% (-0.32%)
Analysis last updated: Saturday, May 4, 2024 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 9.41 | |
| 0.0690 | 16.03 | |
| 0.9860 | 955.40 | |
| -0.0215 | -6.14 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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