V-Lab: Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis

V-Lab

Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:20.28% (-0.86%)

Analysis last updated: Saturday, July 26, 2025 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7773	6.85
$α$	0.0522	23.34
$β$	0.9828	333.04
$ν$	5.6763	5.28

Estimation Period:
Jan 1, 1990 to Jul 25, 2025