Cosan SA Industria e Comercio GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.45% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 14.38 | |
| 0.0439 | 15.02 | |
| 0.9211 | 415.68 | |
| 0.0445 | 7.66 |
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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