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

V-Lab

Amcor Ltd/Australia GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:36.21% (-1.10%)

Analysis last updated: Saturday, August 23, 2025 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0476	16.40
$α$	0.0369	14.54
$β$	0.9315	345.52
$γ$	0.0113	2.90

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

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