Cognor Holding Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.92% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1371 | 13.19 | |
| 0.1816 | 25.05 | |
| 0.9550 | 259.95 | |
| -0.0330 | -6.32 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cognor Holding Sa Analyses
Other EGARCH Analyses on International Equities