V-Lab
Cosan SA Industria e Comercio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:30.66% (+1.82%)
Analysis last updated: Saturday, April 27, 2024 at 07:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3442 | 8.13 | |
| 0.0815 | 6.31 | |
| 0.8660 | 43.65 | |
| -0.0633 | -2.52 | |
| 0.1334 | 3.64 | |
| -0.1014 | -4.73 | |
| 0.0379 | 2.61 |
Estimation Period:
Nov 18, 2005 to Apr 26, 2024
Nov 18, 2005 to Apr 26, 2024
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