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V-Lab

Ampol Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.69% (-1.05%)
Analysis last updated: Thursday, February 12, 2026 at 07:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ampol Ltd SGARCH
paramt-stat
ω1.01836.21
α0.09096.52
β0.796625.46
γ1-0.0493-1.20
γ20.06611.14
γ30.01290.38
γ4-0.0870-2.46
γ50.12852.90
γ6-0.1542-3.81
γ70.11142.83
γ80.02770.72
γ9-0.1461-2.73
γ100.19912.32
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts