Ardagh Metal Packaging S A GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.90%
decreased by 0.53%
1 Week
52.47%
increased by 5.04%
1 Month
59.07%
increased by 11.64%
Analysis last updated: Thursday, May 21, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0913 | 14.87 | |
| 0.2444 | 11.11 | |
| 0.6272 | 36.24 | |
| -0.1441 | -4.44 |
Estimation Period:
Aug 11, 2021 to May 15, 2026
Aug 11, 2021 to May 15, 2026
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