Ambra S.A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.96% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9244 | 6.75 | |
| 0.1660 | 5.85 | |
| 0.5648 | 7.83 | |
| 0.2999 | 2.18 | |
| -0.7173 | -3.20 | |
| 0.6642 | 4.10 | |
| -0.3377 | -2.60 | |
| 0.0839 | 0.68 | |
| 0.1096 | 0.95 | |
| -0.1582 | -1.19 | |
| -0.0151 | -0.11 | |
| 0.2066 | 1.44 | |
| -0.4774 | -2.11 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
News Impact Curve
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