Ambev SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.88% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6960 | 5.34 | |
| 0.0935 | 5.11 | |
| 0.8017 | 22.71 | |
| -0.0513 | -0.45 | |
| 0.1143 | 0.74 | |
| -0.0102 | -0.13 | |
| -0.1575 | -1.96 | |
| 0.2084 | 2.40 | |
| -0.2432 | -3.20 | |
| 0.3684 | 4.69 | |
| -0.4221 | -4.66 | |
| 0.2302 | 2.58 | |
| -0.0155 | -0.23 |
Estimation Period:
Sep 21, 1999 to Feb 20, 2026
Sep 21, 1999 to Feb 20, 2026
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