Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:19.40% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9074 | 7.11 | |
| 0.0671 | 6.62 | |
| 0.8543 | 38.21 | |
| 0.0256 | 1.00 | |
| 0.0008 | 0.02 | |
| -0.0771 | -2.08 | |
| 0.0842 | 1.95 | |
| -0.0599 | -1.45 | |
| 0.0466 | 1.45 | |
| -0.0424 | -1.28 | |
| 0.0533 | 1.54 | |
| -0.0464 | -1.80 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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