Cosan SA GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
60.66%
decreased by 0.55%
1 Week
60.59%
decreased by 0.62%
1 Month
60.33%
decreased by 0.88%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 1.71 | |
| 0.0092 | 2.98 | |
| 0.9797 | 573.60 | |
| 0.0165 | 2.69 |
Estimation Period:
Mar 11, 2021 to Jun 5, 2026
Mar 11, 2021 to Jun 5, 2026
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