Cosan Ltd APARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
55.52%
1 Week
55.42%
1 Month
55.09%
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 | |
|---|---|---|
| 0.0931 | 11.46 | |
| 0.0741 | 21.23 | |
| 0.9175 | 293.50 | |
| 0.3278 | 14.59 | |
| 1.5884 | 26.00 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
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