Embraer SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.36% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1421 | 15.59 | |
| 0.0405 | 14.43 | |
| 0.9221 | 322.54 | |
| 0.0399 | 6.43 |
Estimation Period:
Jul 22, 1994 to Feb 6, 2026
Jul 22, 1994 to Feb 6, 2026
News Impact Curve
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