Cosan Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 12.11 | |
| 0.0864 | 25.96 | |
| 0.8926 | 259.26 | |
| 0.8748 | 17.03 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities