Ampol Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.06% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0054 | 6.54 | |
| 0.0896 | 6.46 | |
| 0.8070 | 27.33 | |
| -0.0521 | -2.04 | |
| 0.1010 | 2.63 | |
| -0.0900 | -2.84 | |
| 0.0810 | 2.76 | |
| -0.0994 | -4.18 | |
| 0.1162 | 3.86 | |
| -0.0870 | -2.46 | |
| 0.0410 | 1.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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