V-Lab: Embraer SA MF2-GARCH Volatility Analysis

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V-Lab

Embraer SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:32.69% (-0.02%)

Analysis last updated: Tuesday, May 14, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0316	15.92
$β$	0.9304	284.34
$γ$	0.0413	10.02
$λ_{1}$	2.5973	0.42
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6463	0.83

Estimation Period:
Jul 22, 1994 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts