V-Lab: Ambev SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ambev SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.55% (-0.54%)

Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6940	5.41
$α$	0.0938	4.59
$β$	0.7970	19.85
$γ_{1}$	-0.0387	-0.31
$γ_{2}$	0.0675	0.40
$γ_{3}$	0.1002	0.98
$γ_{4}$	-0.3114	-2.96
$γ_{5}$	0.3301	3.41
$γ_{6}$	-0.2612	-2.78
$γ_{7}$	0.1675	1.64
$γ_{8}$	0.0777	0.77
$γ_{9}$	-0.3758	-3.96
$γ_{10}$	0.3592	4.84

Estimation Period:
Sep 21, 1999 to Apr 19, 2024

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