Embraer SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.37% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.7006 | 5.97 | |
| 0.0717 | 77.77 | |
| 0.9990 | 5,612.36 | |
| 4.6857 | 26.93 |
Estimation Period:
Jul 22, 1994 to Feb 6, 2026
Jul 22, 1994 to Feb 6, 2026
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