Ambra S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.06% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.87 | |
| 0.6488 | 11.92 | |
| 0.2143 | 7.78 | |
| -0.6267 | -11.30 |
Estimation Period:
Apr 1, 2021 to Jan 30, 2026
Apr 1, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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