V-Lab
V-Lab
Cosan Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, March 8th, 2021:55.52% (-2.02%)

Analysis last updated: Friday, March 5, 2021 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cosan Ltd APARCH
paramt-stat
ω0.093111.46
α0.074121.23
β0.9175293.50
γ0.327814.59
δ1.588426.00
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts