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, August 25th, 2025:23.86% (-0.86%)

Analysis last updated: Saturday, August 23, 2025 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7890	6.62
$α$	0.0520	23.02
$β$	0.9829	325.68
$ν$	5.6075	5.28

Estimation Period:
Jan 1, 1990 to Aug 22, 2025