Skip to main content
V-Lab
V-Lab

Ardagh Metal Packaging S A Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, September 22nd, 2026

1 Day

46.06%

increased by 1.51%

1 Week

50.50%

increased by 5.95%

1 Month

54.92%

increased by 10.37%

Analysis last updated: Tuesday, September 22, 2026 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ardagh Metal Packaging S A S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 11, 2021 to Sep 18, 2026

Model 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
ParamValuet-stat
ωconst1.1620
8.51***
αARCH0.1780
4.62***
βGARCH0.5736
6.62***
γi Spline Coefficients
K=1
γ10.0133
1.47

0.752

Persistence

2d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1620
8.51***
α

ARCH

Response to squared shocks

0.1780
4.62***
β

GARCH

Volatility persistence

0.5736
6.62***
γi Spline Coefficients
K=1
γ10.0133
1.47

Persistence:

0.752

Half-life:

2 days