Ambev SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.57% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8272 | 6.76 | |
| 0.0950 | 5.36 | |
| 0.8093 | 25.11 | |
| 0.0100 | 0.21 | |
| 0.0363 | 0.52 | |
| -0.0675 | -1.59 | |
| -0.0045 | -0.11 | |
| 0.1179 | 3.05 | |
| -0.2166 | -4.97 | |
| 0.2510 | 3.90 |
Estimation Period:
Sep 21, 1999 to Feb 13, 2026
Sep 21, 1999 to Feb 13, 2026
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