Ambev SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.96% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6871 | 5.34 | |
| 0.0919 | 5.04 | |
| 0.8043 | 22.87 | |
| -0.0528 | -0.47 | |
| 0.1164 | 0.76 | |
| -0.0103 | -0.13 | |
| -0.1589 | -1.98 | |
| 0.2098 | 2.42 | |
| -0.2421 | -3.19 | |
| 0.3642 | 4.65 | |
| -0.4162 | -4.59 | |
| 0.2251 | 2.52 | |
| -0.0128 | -0.19 |
Estimation Period:
Sep 21, 1999 to Feb 13, 2026
Sep 21, 1999 to Feb 13, 2026
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