Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:18.21% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 16.53 | |
| 0.0373 | 14.76 | |
| 0.9307 | 343.30 | |
| 0.0103 | 2.70 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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