V-Lab
Cosan SA Industria e Comercio Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:31.08% (-1.22%)
Analysis last updated: Thursday, May 9, 2024 at 07:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3524 | 8.22 | |
| 0.0814 | 6.29 | |
| 0.8651 | 43.09 | |
| -0.0604 | -2.42 | |
| 0.1271 | 3.45 | |
| -0.0912 | -3.69 | |
| 0.0118 | 0.32 |
Estimation Period:
Nov 18, 2005 to May 3, 2024
Nov 18, 2005 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Cosan SA Industria e Comercio Analyses