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

V-Lab

Amcor Ltd/Australia MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:18.91% (-0.41%)

Analysis last updated: Thursday, June 19, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0697	19.01
$β$	0.7581	47.64
$γ$	0.0167	3.18
$λ_{1}$	0.0145	1.30
$λ_{2}$	0.0169	1.63
$λ_{3}$	0.9750	62.71

Estimation Period:
Jan 1, 1990 to Jun 13, 2025

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