Cosan SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.50% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9166 | 2.47 | |
| 0.0000 | 0.00 | |
| 0.9599 | 1.80 | |
| 0.3882 | 0.62 | |
| -1.0907 | -1.42 | |
| 1.7735 | 5.25 | |
| -2.2763 | -5.64 |
Estimation Period:
Mar 11, 2021 to Feb 6, 2026
Mar 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts