Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:19.55% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 16.54 | |
| 0.0369 | 14.71 | |
| 0.9314 | 345.61 | |
| 0.0104 | 2.73 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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