Embraer SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.29% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0310 | 16.99 | |
| 0.9291 | 289.99 | |
| 0.0427 | 10.45 | |
| 7.4092 | 0.63 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 22, 1994 to Jan 30, 2026
Jul 22, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities