Cosmo Pharmaceuticals SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.46% (+13.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2307 | 10.17 | |
| 0.0879 | 12.16 | |
| 0.8552 | 148.34 | |
| 0.0489 | 3.13 |
Estimation Period:
Mar 12, 2007 to Jan 30, 2026
Mar 12, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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