Ambra S.A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.29% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1746 | 3.47 | |
| 0.4254 | 6.20 | |
| 0.0364 | 0.55 | |
| -0.0836 | -0.07 | |
| 0.8990 | 0.53 | |
| -2.0101 | -1.68 | |
| 2.8760 | 2.79 | |
| -2.3525 | -1.52 |
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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