V-Lab: Ambev SA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ambev SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.12% (-0.50%)

Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6666	5.38
$α$	0.0933	4.57
$β$	0.7974	19.75
$γ_{1}$	-0.0490	-0.40
$γ_{2}$	0.0776	0.46
$γ_{3}$	0.1079	1.06
$γ_{4}$	-0.3299	-3.15
$γ_{5}$	0.3510	3.65
$γ_{6}$	-0.2762	-2.95
$γ_{7}$	0.1715	1.68
$γ_{8}$	0.0903	0.89
$γ_{9}$	-0.4161	-3.92
$γ_{10}$	0.4660	2.57

Estimation Period:
Sep 21, 1999 to Apr 19, 2024

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