Embraer SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.68% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5272 | 7.78 | |
| 0.0675 | 4.88 | |
| 0.8972 | 53.81 | |
| 0.0119 | 3.41 | |
| -0.0158 | -2.23 |
Estimation Period:
Jul 22, 1994 to Feb 20, 2026
Jul 22, 1994 to Feb 20, 2026
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