Embraer SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.24% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5221 | 7.78 | |
| 0.0675 | 4.87 | |
| 0.8970 | 53.64 | |
| 0.0118 | 3.37 | |
| -0.0154 | -2.17 |
Estimation Period:
Jul 22, 1994 to Feb 6, 2026
Jul 22, 1994 to Feb 6, 2026
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