Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
26.86%
decreased by 0.71%
1 Week
26.60%
decreased by 0.97%
1 Month
25.72%
decreased by 1.85%
Analysis last updated: Tuesday, April 28, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 16.53 | |
| 0.0389 | 15.16 | |
| 0.9280 | 336.10 | |
| 0.0109 | 2.77 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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