Cognor Holding Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.41% (-6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0924 | 18.86 | |
| 0.6379 | 35.93 | |
| 0.1129 | 9.71 | |
| 0.1848 | 1.55 | |
| 0.0290 | 2.34 | |
| 0.9584 | 56.41 |
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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