Ambev SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.70% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8268 | 6.75 | |
| 0.0951 | 5.36 | |
| 0.8092 | 25.12 | |
| 0.0096 | 0.20 | |
| 0.0371 | 0.53 | |
| -0.0681 | -1.60 | |
| -0.0042 | -0.10 | |
| 0.1171 | 3.02 | |
| -0.2129 | -4.88 | |
| 0.2357 | 3.70 |
Estimation Period:
Sep 21, 1999 to Feb 6, 2026
Sep 21, 1999 to Feb 6, 2026
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