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 Tuesday, November 11th, 2025:26.81% (-0.99%)

Analysis last updated: Tuesday, November 11, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8980	7.02
$α$	0.0691	6.67
$β$	0.8497	37.19
$γ_{1}$	0.0232	0.89
$γ_{2}$	0.0046	0.11
$γ_{3}$	-0.0790	-2.12
$γ_{4}$	0.0844	1.95
$γ_{5}$	-0.0591	-1.43
$γ_{6}$	0.0467	1.46
$γ_{7}$	-0.0446	-1.35
$γ_{8}$	0.0573	1.64
$γ_{9}$	-0.0499	-1.92

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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