V-Lab
V-Lab
Embraer SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:34.89% (-1.02%)

Analysis last updated: Wednesday, May 1, 2024 at 04:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Embraer SA GARCH
paramt-stat
ω0.167217.13
α0.067818.97
β0.9103268.93
Estimation Period:
Jul 22, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts