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

V-Lab

Amcor Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:22.27% (-0.40%)

Analysis last updated: Tuesday, May 20, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8962	7.86
$α$	0.0648	6.87
$β$	0.8770	46.01
$γ_{1}$	0.0211	2.16
$γ_{2}$	-0.0369	-2.39
$γ_{3}$	0.0202	1.78
$γ_{4}$	-0.0047	-0.44
$γ_{5}$	0.0013	0.15

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts