V-Lab
V-Lab
Ambev SA GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.97% (-0.48%)

Analysis last updated: Friday, April 19, 2024 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ambev SA GARCH
paramt-stat
ω0.104419.72
α0.080022.89
β0.8904232.65
Estimation Period:
Sep 21, 1999 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts