Ampol Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.69% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0183 | 6.21 | |
| 0.0909 | 6.52 | |
| 0.7966 | 25.46 | |
| -0.0493 | -1.20 | |
| 0.0661 | 1.14 | |
| 0.0129 | 0.38 | |
| -0.0870 | -2.46 | |
| 0.1285 | 2.90 | |
| -0.1542 | -3.81 | |
| 0.1114 | 2.83 | |
| 0.0277 | 0.72 | |
| -0.1461 | -2.73 | |
| 0.1991 | 2.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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