V-Lab: Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

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Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:19.85% (-0.51%)

Analysis last updated: Friday, December 5, 2025 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9086	7.14
$α$	0.0673	6.62
$β$	0.8538	38.11
$γ_{1}$	0.0250	0.97
$γ_{2}$	0.0023	0.06
$γ_{3}$	-0.0786	-2.11
$γ_{4}$	0.0849	1.96
$γ_{5}$	-0.0601	-1.45
$γ_{6}$	0.0471	1.46
$γ_{7}$	-0.0437	-1.32
$γ_{8}$	0.0553	1.59
$γ_{9}$	-0.0481	-1.85

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

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