Ambra S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 7.94 | |
| 0.0155 | 6.70 | |
| 0.9506 | 463.69 | |
| 0.0480 | 8.39 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities