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

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Amcor Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:27.13% (-1.48%)

Analysis last updated: Tuesday, November 11, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0722	19.21
$β$	0.7454	45.01
$γ$	0.0114	2.11
$λ_{1}$	0.0147	1.19
$λ_{2}$	0.0173	1.52
$λ_{3}$	0.9747	57.39

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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