Cosan Ltd Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
58.00%
1 Week
57.89%
1 Month
57.48%
Analysis last updated: Friday, March 5, 2021 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 14.87 | |
| 0.1105 | 22.03 | |
| 0.8411 | 223.87 | |
| 0.0738 | 7.52 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
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