Amcor Ltd/Australia MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.86% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0743 | 19.32 | |
| 0.7497 | 46.27 | |
| 0.0089 | 1.66 | |
| 0.0143 | 1.26 | |
| 0.0166 | 1.61 | |
| 0.9757 | 63.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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