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

V-Lab

| |

V-Lab

Amcor Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.60% (-0.60%)

Analysis last updated: Thursday, May 9, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0704	18.67
$β$	0.7644	45.46
$γ$	0.0125	2.34
$λ_{1}$	0.0155	1.30
$λ_{2}$	0.0179	1.58
$λ_{3}$	0.9737	58.23

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts