Ambev SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.49% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 20.47 | |
| 0.0512 | 13.13 | |
| 0.8998 | 269.63 | |
| 0.0466 | 5.57 |
Estimation Period:
Sep 21, 1999 to Feb 6, 2026
Sep 21, 1999 to Feb 6, 2026
News Impact Curve
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