Ambra S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.41% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8966 | 6.60 | |
| 0.1701 | 6.06 | |
| 0.5664 | 8.23 | |
| 0.2611 | 1.87 | |
| -0.6564 | -2.88 | |
| 0.6248 | 3.80 | |
| -0.3071 | -2.35 | |
| 0.0613 | 0.49 | |
| 0.1284 | 1.11 | |
| -0.1893 | -1.43 | |
| 0.0624 | 0.44 | |
| 0.0169 | 0.14 | |
| 0.0273 | 0.35 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
News Impact Curve
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