Ambra S.A MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.42% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0791 | 16.30 | |
| 0.6114 | 37.49 | |
| 0.1471 | 12.63 | |
| 0.0129 | 1.25 | |
| 0.0181 | 3.29 | |
| 0.9789 | 139.93 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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