Cosan Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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