Ambev SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.00% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6805 | 5.33 | |
| 0.0941 | 5.10 | |
| 0.7995 | 22.34 | |
| -0.0575 | -0.51 | |
| 0.1229 | 0.81 | |
| -0.0132 | -0.17 | |
| -0.1567 | -1.95 | |
| 0.2079 | 2.40 | |
| -0.2422 | -3.19 | |
| 0.3666 | 4.67 | |
| -0.4175 | -4.60 | |
| 0.2202 | 2.47 | |
| -0.0046 | -0.07 |
Estimation Period:
Sep 21, 1999 to Feb 6, 2026
Sep 21, 1999 to Feb 6, 2026
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