Cosan SA Industria e Comercio Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.68% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2078 | 6.98 | |
| 0.0836 | 6.78 | |
| 0.8575 | 43.57 | |
| -0.1110 | -3.13 | |
| 0.1964 | 3.83 | |
| -0.1010 | -3.01 | |
| -0.0087 | -0.25 | |
| 0.1133 | 2.05 |
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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