Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.39% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 8.85 | |
| 0.1051 | 17.97 | |
| 0.9842 | 717.38 | |
| -0.0483 | -10.72 |
Estimation Period:
Jul 21, 2000 to Feb 6, 2026
Jul 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts