Embraer SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.33% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4809 | 8.20 | |
| 0.0672 | 4.75 | |
| 0.8973 | 53.39 | |
| 0.0108 | 4.89 | |
| -0.0130 | -4.62 |
Estimation Period:
Jul 22, 1994 to Feb 6, 2026
Jul 22, 1994 to Feb 6, 2026
News Impact Curve
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