Amcor Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.62% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1136 | 19.64 | |
| 0.8113 | 115.86 | |
| 0.0004 | 0.05 | |
| 0.0072 | 4.82 | |
| 0.0081 | 6.02 | |
| 0.9895 | 610.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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