Ambev SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.27% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 20.53 | |
| 0.0514 | 13.16 | |
| 0.8998 | 269.07 | |
| 0.0458 | 5.46 |
Estimation Period:
Sep 21, 1999 to Feb 13, 2026
Sep 21, 1999 to Feb 13, 2026
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