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

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V-Lab

Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.71% (+7.37%)

Analysis last updated: Friday, May 3, 2024 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9071	7.80
$α$	0.0646	6.74
$β$	0.8771	45.74
$γ_{1}$	0.0245	2.33
$γ_{2}$	-0.0421	-2.52
$γ_{3}$	0.0225	1.83
$γ_{4}$	-0.0061	-0.51
$γ_{5}$	0.0024	0.25

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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