Cognor Holding Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.53% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.5958 | 3.49 | |
| 0.0917 | 46.15 | |
| 0.9843 | 217.42 | |
| 3.0125 | 28.12 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
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