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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1703	15.01***
α ARCH Response to squared shocks	0.2422	11.24***
β GARCH Volatility persistence	0.6226	35.44***
γ leverage Additional response to negative shocks	-0.1438	-4.51***

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Ardagh Metal Packaging S A GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ardagh Metal Packaging S A Analyses