Amcor Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:24.59% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 16.55 | |
| 0.0372 | 14.75 | |
| 0.9317 | 347.13 | |
| 0.0098 | 2.59 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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