Embraer SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.07% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5251 | 7.78 | |
| 0.0675 | 4.87 | |
| 0.8972 | 53.77 | |
| 0.0119 | 3.40 | |
| -0.0156 | -2.21 |
Estimation Period:
Jul 22, 1994 to Feb 13, 2026
Jul 22, 1994 to Feb 13, 2026
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