V-Lab
Cosan SA Industria e Comercio MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:30.41% (-0.12%)
Analysis last updated: Saturday, May 11, 2024 at 12:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0357 | 12.93 | |
| 0.8468 | 110.84 | |
| 0.0850 | 16.74 | |
| 0.0232 | 4.17 | |
| 0.0260 | 3.77 | |
| 0.9696 | 125.69 |
Estimation Period:
Nov 18, 2005 to May 3, 2024
Nov 18, 2005 to May 3, 2024
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