V-Lab: Cosan Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Cosan Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 8th, 2021:58.47% (-2.11%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.2220	6.31
$α$	0.0753	24.94
$β$	0.9860	402.94
$ν$	7	4.50

Estimation Period:
Aug 17, 2007 to Mar 5, 2021