V-Lab: Ambev SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Ambev SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.82% (-0.68%)

Analysis last updated: Friday, May 3, 2024 at 05:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5884	6.38
$α$	0.0575	32.45
$β$	0.9850	427.34
$ν$	4	10.63

Estimation Period:
Sep 21, 1999 to Apr 26, 2024