Amcor Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:17.18% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7796 | 6.66 | |
| 0.0511 | 23.08 | |
| 0.9830 | 330.77 | |
| 5.5141 | 5.48 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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