V-Lab
V-Lab
Cosan Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, March 8th, 2021:57.85% (-3.04%)

Analysis last updated: Friday, March 5, 2021 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cosan Ltd AGARCH
paramt-stat
ω0.136112.11
α0.086425.96
β0.8926259.26
γ0.874817.03
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts