V-Lab
V-Lab
Cosan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 8th, 2021:55.43% (-2.96%)

Analysis last updated: Sunday, March 21, 2021 at 05:47 PM UTC

Date Range:

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graph of Cosan Ltd MF2-GARCH
paramt-stat
m36
α0.04148.84
β0.780260.80
γ0.132714.55
λ10.09023.34
λ20.06364.04
λ30.926550.32
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts