V-Lab: Embraer SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Embraer SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:39.17% (+4.33%)

Analysis last updated: Saturday, May 4, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5207	7.86
$α$	0.0712	4.77
$β$	0.8937	52.16
$γ_{1}$	0.0125	4.48
$γ_{2}$	-0.0148	-4.12

Estimation Period:
Jul 22, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts