Embraer SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.23% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4821 | 8.21 | |
| 0.0674 | 4.76 | |
| 0.8970 | 53.30 | |
| 0.0108 | 4.90 | |
| -0.0130 | -4.63 |
Estimation Period:
Jul 22, 1994 to Jan 30, 2026
Jul 22, 1994 to Jan 30, 2026
News Impact Curve
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