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

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V-Lab

Amcor Ltd/Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.99% (+6.80%)

Analysis last updated: Friday, May 3, 2024 at 05:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9191	7.91
$α$	0.0641	6.71
$β$	0.8785	46.98
$γ_{1}$	0.0264	2.54
$γ_{2}$	-0.0457	-2.76
$γ_{3}$	0.0269	2.20
$γ_{4}$	-0.0141	-1.20
$γ_{5}$	0.0212	1.27

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

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Volatility Forecasts

Volatility Forecasts