Ambra S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.01% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1766 | 3.47 | |
| 0.4273 | 6.27 | |
| 0.0338 | 0.52 | |
| -0.1020 | -0.09 | |
| 0.9508 | 0.56 | |
| -2.1146 | -1.78 | |
| 3.1000 | 3.37 | |
| -2.9025 | -4.84 |
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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