Cosan SA Industria e Comercio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.93% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8354 | 10.06 | |
| 0.0827 | 7.09 | |
| 0.8794 | 56.34 | |
| 0.0207 | 7.06 | |
| -0.0243 | -6.53 |
Estimation Period:
Nov 18, 2005 to Feb 13, 2026
Nov 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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