V-Lab
Ambev SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:23.53% (-0.88%)
Analysis last updated: Friday, April 19, 2024 at 08:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 14.54 | |
| 0.1588 | 23.95 | |
| 0.9737 | 575.83 | |
| -0.0426 | -6.51 |
Estimation Period:
Sep 21, 1999 to Apr 12, 2024
Sep 21, 1999 to Apr 12, 2024