Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 16.44 | |
| 0.0417 | 15.31 | |
| 0.9240 | 319.29 | |
| 0.0091 | 2.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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