Cognor Holding Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.11% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6845 | 9.11 | |
| 0.1382 | 6.47 | |
| 0.7168 | 18.38 | |
| 0.3336 | 4.47 | |
| -0.5659 | -4.59 | |
| 0.4755 | 5.48 | |
| -0.4905 | -6.82 | |
| 0.4116 | 5.11 | |
| -0.2294 | -2.70 | |
| 0.0366 | 0.40 | |
| 0.1455 | 1.48 | |
| -0.2687 | -2.85 | |
| 0.3325 | 1.79 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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