V-Lab: Amcor Ltd/Australia MF2-GARCH Volatility Analysis

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Amcor Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:21.76% (-0.68%)

Analysis last updated: Friday, December 5, 2025 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0719	19.18
$β$	0.7438	44.88
$γ$	0.0123	2.28
$λ_{1}$	0.0149	1.18
$λ_{2}$	0.0173	1.50
$λ_{3}$	0.9746	56.47

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

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