Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.78% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7848 | 6.59 | |
| 0.0511 | 22.86 | |
| 0.9830 | 327.35 | |
| 5.5197 | 5.40 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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