Cosmo Pharmaceuticals SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.53% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 11.11 | |
| 0.2149 | 27.90 | |
| 0.9592 | 257.84 | |
| -0.0203 | -2.97 |
Estimation Period:
Mar 12, 2007 to Feb 6, 2026
Mar 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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