V-Lab
Ardagh Metal Packaging S A Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
51.53%
increased by 3.41%
1 Week
53.83%
increased by 5.71%
1 Month
56.17%
increased by 8.05%
Analysis last updated: Friday, September 11, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 11, 2021 to Sep 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1544 | 8.51*** |
| αARCH | 0.1780 | 4.60*** |
| βGARCH | 0.5690 | 6.43*** |
Spline Coefficients
K=1
| γ1 | 0.0128 | 1.40 |
0.747
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1544 | 8.51*** |
α ARCH Response to squared shocks | 0.1780 | 4.60*** |
β GARCH Volatility persistence | 0.5690 | 6.43*** |
Spline Coefficients
K=1
| γ1 | 0.0128 | 1.40 |
Persistence:
0.747
Half-life:
2 days
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