Cosan Ltd GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
56.67%
1 Week
56.47%
1 Month
55.75%
Analysis last updated: Friday, March 5, 2021 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1513 | 12.36 | |
| 0.0379 | 9.89 | |
| 0.9081 | 277.37 | |
| 0.0770 | 8.38 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
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