Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.19% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 13.29 | |
| 0.1367 | 20.73 | |
| 0.9864 | 992.40 | |
| -0.0272 | -5.63 |
Estimation Period:
Jul 22, 1994 to Jan 30, 2026
Jul 22, 1994 to Jan 30, 2026
News Impact Curve
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