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

V-Lab

Amcor Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:32.99% (-3.11%)

Analysis last updated: Saturday, August 23, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0716	18.94
$β$	0.7491	44.20
$γ$	0.0122	2.26
$λ_{1}$	0.0155	1.21
$λ_{2}$	0.0181	1.51
$λ_{3}$	0.9735	54.75

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

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