Embraer SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.62% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 13.30 | |
| 0.1366 | 20.72 | |
| 0.9865 | 995.42 | |
| -0.0272 | -5.63 |
Estimation Period:
Jul 22, 1994 to Feb 6, 2026
Jul 22, 1994 to Feb 6, 2026
News Impact Curve
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