Ambev SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 20.50 | |
| 0.0510 | 13.13 | |
| 0.9002 | 270.16 | |
| 0.0460 | 5.50 |
Estimation Period:
Sep 21, 1999 to Feb 20, 2026
Sep 21, 1999 to Feb 20, 2026
News Impact Curve
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