V-Lab
Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:32.90% (-1.34%)
Analysis last updated: Wednesday, May 1, 2024 at 04:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 12.77 | |
| 0.1385 | 20.11 | |
| 0.9870 | 999.95 | |
| -0.0267 | -5.41 |
Estimation Period:
Jul 22, 1994 to Apr 26, 2024
Jul 22, 1994 to Apr 26, 2024