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V-Lab

Ambra S.A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.96% (+0.30%)
Analysis last updated: Sunday, February 15, 2026 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ambra S.A SGARCH
paramt-stat
ω0.92446.75
α0.16605.85
β0.56487.83
γ10.29992.18
γ2-0.7173-3.20
γ30.66424.10
γ4-0.3377-2.60
γ50.08390.68
γ60.10960.95
γ7-0.1582-1.19
γ8-0.0151-0.11
γ90.20661.44
γ10-0.4774-2.11
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts