Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.91% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 13.28 | |
| 0.1365 | 20.71 | |
| 0.9865 | 996.47 | |
| -0.0271 | -5.62 |
Estimation Period:
Jul 22, 1994 to Feb 13, 2026
Jul 22, 1994 to Feb 13, 2026
News Impact Curve
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