V-Lab: Ambev SA Spline-GARCH Volatility Analysis

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V-Lab

Ambev SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.25% (-0.25%)

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
$ω$	1.6693	5.37
$α$	0.0937	4.59
$β$	0.7972	19.79
$γ_{1}$	-0.0479	-0.39
$γ_{2}$	0.0766	0.46
$γ_{3}$	0.1066	1.05
$γ_{4}$	-0.3279	-3.15
$γ_{5}$	0.3508	3.66
$γ_{6}$	-0.2795	-3.00
$γ_{7}$	0.1802	1.77
$γ_{8}$	0.0765	0.76
$γ_{9}$	-0.4034	-3.82
$γ_{10}$	0.4551	2.54

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts