Amcor Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.33% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9664 | 7.45 | |
| 0.1044 | 6.35 | |
| 0.8087 | 30.34 | |
| -0.0522 | -1.34 | |
| 0.0981 | 1.65 | |
| -0.0967 | -2.36 | |
| 0.0582 | 1.61 | |
| 0.0508 | 1.22 | |
| -0.1660 | -3.96 | |
| 0.2149 | 4.98 | |
| -0.1452 | -2.65 | |
| 0.0322 | 0.50 | |
| 0.0511 | 0.51 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities