Cosan SA Industria e Comercio AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.94% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 11.11 | |
| 0.0757 | 33.16 | |
| 0.9058 | 405.84 | |
| 0.6535 | 11.50 |
Estimation Period:
Nov 18, 2005 to Feb 6, 2026
Nov 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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