V-Lab: Amcor Ltd/Australia GJR-GARCH Volatility Analysis

V-Lab

Amcor Ltd/Australia GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:18.59% (-0.36%)

Analysis last updated: Thursday, June 19, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0529	16.01
$α$	0.0396	14.75
$β$	0.9243	317.75
$γ$	0.0137	3.17

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

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