Cosan Ltd MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
55.43%
1 Week
55.99%
1 Month
57.84%
Analysis last updated: Sunday, March 21, 2021 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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