Cosan Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0414 | 8.84 | |
| 0.7802 | 60.80 | |
| 0.1327 | 14.55 | |
| 0.0902 | 3.34 | |
| 0.0636 | 4.04 | |
| 0.9265 | 50.32 |
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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