Cognor Holding Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.16% (+9.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2849 | 10.05 | |
| 0.0421 | 14.52 | |
| 0.9177 | 240.88 | |
| 0.0508 | 7.15 |
Estimation Period:
Oct 13, 1997 to Jan 30, 2026
Oct 13, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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