V-Lab
Embraer SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:33.59% (-0.84%)
Analysis last updated: Wednesday, May 1, 2024 at 04:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1374 | 15.04 | |
| 0.0425 | 13.75 | |
| 0.9215 | 314.19 | |
| 0.0383 | 5.97 |
Estimation Period:
Jul 22, 1994 to Apr 26, 2024
Jul 22, 1994 to Apr 26, 2024