Cosan SA Industria e Comercio GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.03% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 14.38 | |
| 0.0439 | 15.00 | |
| 0.9211 | 415.09 | |
| 0.0446 | 7.67 |
Estimation Period:
Nov 18, 2005 to Jan 30, 2026
Nov 18, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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