Cosan Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 8.69 | |
| 0.1398 | 24.06 | |
| 0.9855 | 828.13 | |
| -0.0540 | -10.74 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
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