V-Lab: Ambev SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ambev SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:16.46% (-0.28%)

Analysis last updated: Thursday, May 2, 2024 at 04:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6996	5.43
$α$	0.0947	4.61
$β$	0.7946	19.58
$γ_{1}$	-0.0370	-0.30
$γ_{2}$	0.0658	0.39
$γ_{3}$	0.0995	0.98
$γ_{4}$	-0.3105	-2.98
$γ_{5}$	0.3312	3.45
$γ_{6}$	-0.2652	-2.85
$γ_{7}$	0.1761	1.73
$γ_{8}$	0.0655	0.65
$γ_{9}$	-0.3676	-3.89
$γ_{10}$	0.3598	4.86

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

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