Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:17.31% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7771 | 6.66 | |
| 0.0508 | 23.06 | |
| 0.9831 | 332.03 | |
| 5.5218 | 5.45 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
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