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Cognor Holding Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.11% (-2.80%)
Analysis last updated: Thursday, February 19, 2026 at 09:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cognor Holding Sa SGARCH
paramt-stat
ω1.68459.11
α0.13826.47
β0.716818.38
γ10.33364.47
γ2-0.5659-4.59
γ30.47555.48
γ4-0.4905-6.82
γ50.41165.11
γ6-0.2294-2.70
γ70.03660.40
γ80.14551.48
γ9-0.2687-2.85
γ100.33251.79
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts