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 Thursday, June 19th, 2025:17.62% (-0.69%)

Analysis last updated: Thursday, June 19, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7763	6.89
$α$	0.0525	23.38
$β$	0.9827	333.00
$ν$	5.6844	5.29

Estimation Period:
Jan 1, 1990 to Jun 13, 2025