Ambev SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.46% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1895 | 17.28 | |
| 0.0576 | 18.70 | |
| 0.8679 | 215.40 | |
| 0.0818 | 7.76 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts