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Cognor Holding Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.46% (-4.25%)
Analysis last updated: Sunday, February 8, 2026 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cognor Holding Sa S0GARCH
paramt-stat
ω1.60918.81
α0.14546.08
β0.699716.07
γ10.29704.00
γ2-0.5063-4.13
γ30.43355.04
γ4-0.4553-6.33
γ50.38334.77
γ6-0.2121-2.52
γ70.03540.39
γ80.12261.28
γ9-0.1998-2.34
γ100.14612.23
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts