Ambev SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.45% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 13.97 | |
| 0.1963 | 30.20 | |
| 0.9736 | 574.73 | |
| -0.0514 | -8.90 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts