Ambev SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.06% (+4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0435 | 16.23 | |
| 0.8371 | 136.07 | |
| 0.0994 | 16.68 | |
| 0.0645 | 4.42 | |
| 0.0189 | 4.53 | |
| 0.9671 | 138.57 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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