Amcor Ltd/Australia MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:20.63% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0716 | 19.17 | |
| 0.7462 | 45.02 | |
| 0.0120 | 2.24 | |
| 0.0151 | 1.19 | |
| 0.0172 | 1.50 | |
| 0.9744 | 56.14 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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