Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.60% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 13.28 | |
| 0.1366 | 20.72 | |
| 0.9865 | 997.49 | |
| -0.0271 | -5.61 |
Estimation Period:
Jul 22, 1994 to Feb 20, 2026
Jul 22, 1994 to Feb 20, 2026
News Impact Curve
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