Embraer SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.42% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1411 | 15.56 | |
| 0.0405 | 14.43 | |
| 0.9223 | 323.17 | |
| 0.0397 | 6.41 |
Estimation Period:
Jul 22, 1994 to Feb 20, 2026
Jul 22, 1994 to Feb 20, 2026
News Impact Curve
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