Embraer SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.75% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1413 | 15.57 | |
| 0.0404 | 14.43 | |
| 0.9223 | 323.06 | |
| 0.0398 | 6.41 |
Estimation Period:
Jul 22, 1994 to Feb 13, 2026
Jul 22, 1994 to Feb 13, 2026
News Impact Curve
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