Embraer SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.93% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 9.95 | |
| 0.0195 | 10.15 | |
| 0.9415 | 417.13 | |
| 0.0499 | 8.87 |
Estimation Period:
Jul 21, 2000 to Feb 6, 2026
Jul 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts