Cosan SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.93% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 2.19 | |
| 0.0116 | 3.14 | |
| 0.9772 | 473.66 | |
| 0.0140 | 2.01 |
Estimation Period:
Mar 11, 2021 to Feb 6, 2026
Mar 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts