Cosan Ltd AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
57.85%
1 Week
57.53%
1 Month
56.39%
Analysis last updated: Friday, March 5, 2021 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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