Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.43% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8966 | 7.00 | |
| 0.0705 | 6.72 | |
| 0.8473 | 36.88 | |
| 0.0226 | 0.88 | |
| 0.0051 | 0.13 | |
| -0.0794 | -2.15 | |
| 0.0862 | 2.01 | |
| -0.0617 | -1.50 | |
| 0.0481 | 1.49 | |
| -0.0436 | -1.32 | |
| 0.0558 | 1.63 | |
| -0.0497 | -1.98 |
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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