Amcor Ltd/Australia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.52% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8920 | 8.03 | |
| 0.0648 | 6.95 | |
| 0.8759 | 46.50 | |
| 0.0205 | 2.24 | |
| -0.0369 | -2.52 | |
| 0.0228 | 2.06 | |
| -0.0118 | -1.00 | |
| 0.0239 | 1.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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