Ambev SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.03% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8267 | 6.76 | |
| 0.0947 | 5.36 | |
| 0.8096 | 25.13 | |
| 0.0100 | 0.21 | |
| 0.0364 | 0.52 | |
| -0.0676 | -1.59 | |
| -0.0043 | -0.11 | |
| 0.1176 | 3.05 | |
| -0.2159 | -4.96 | |
| 0.2487 | 3.87 |
Estimation Period:
Sep 21, 1999 to Feb 20, 2026
Sep 21, 1999 to Feb 20, 2026
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