Cognor Holding Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.43% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3885 | 13.17 | |
| 0.0849 | 27.60 | |
| 0.8878 | 247.36 | |
| 0.8646 | 8.29 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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