Cognor Holding Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.46% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6091 | 8.81 | |
| 0.1454 | 6.08 | |
| 0.6997 | 16.07 | |
| 0.2970 | 4.00 | |
| -0.5063 | -4.13 | |
| 0.4335 | 5.04 | |
| -0.4553 | -6.33 | |
| 0.3833 | 4.77 | |
| -0.2121 | -2.52 | |
| 0.0354 | 0.39 | |
| 0.1226 | 1.28 | |
| -0.1998 | -2.34 | |
| 0.1461 | 2.23 |
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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