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 Thursday, April 18th, 2024:18.23% (-0.74%)

Analysis last updated: Friday, April 19, 2024 at 08:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7007	5.42
$α$	0.0943	4.61
$β$	0.7962	19.81
$γ_{1}$	-0.0366	-0.30
$γ_{2}$	0.0646	0.38
$γ_{3}$	0.1013	0.99
$γ_{4}$	-0.3120	-2.97
$γ_{5}$	0.3307	3.42
$γ_{6}$	-0.2621	-2.79
$γ_{7}$	0.1692	1.65
$γ_{8}$	0.0752	0.75
$γ_{9}$	-0.3722	-3.92
$γ_{10}$	0.3567	4.78

Estimation Period:
Sep 21, 1999 to Apr 12, 2024

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