Ambra S.A EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.61% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 11.05 | |
| 0.1704 | 31.90 | |
| 0.9589 | 252.27 | |
| -0.0563 | -7.49 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
News Impact Curve
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