Ambev SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.22% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3435 | 6.81 | |
| 0.1054 | 6.31 | |
| 0.8520 | 43.15 | |
| 0.0107 | 2.37 | |
| -0.0169 | -2.03 |
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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