Cosan Ltd GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
58.60%
1 Week
58.34%
1 Month
57.38%
Analysis last updated: Thursday, March 26, 2026 at 03:46 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3141 | 6.24 | |
| 0.0762 | 25.58 | |
| 0.9859 | 398.48 | |
| 7.1264 | 4.64 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
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