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	param	t-stat
$ω$	0.8867	3.46
$α$	0.1158	3.19
$β$	0.7845	12.03
$γ_{1}$	1.3257	1.43
$γ_{2}$	-2.2079	-1.69
$γ_{3}$	1.8166	2.15
$γ_{4}$	-3.3287	-2.56

V-Lab

Ardagh Group SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ardagh Group SA Analyses