V-Lab
V-Lab
Embraer SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:36.27% (-0.84%)

Analysis last updated: Thursday, April 18, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Embraer SA GARCH
paramt-stat
ω0.165917.12
α0.067418.89
β0.9109269.25
Estimation Period:
Jul 22, 1994 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts