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V-Lab

Ambra S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.41% (+0.21%)
Analysis last updated: Sunday, February 15, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ambra S.A S0GARCH
paramt-stat
ω0.89666.60
α0.17016.06
β0.56648.23
γ10.26111.87
γ2-0.6564-2.88
γ30.62483.80
γ4-0.3071-2.35
γ50.06130.49
γ60.12841.11
γ7-0.1893-1.43
γ80.06240.44
γ90.01690.14
γ100.02730.35
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts