Cosan Ltd EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 8th, 2021):
1 Day
55.32%
1 Week
55.34%
1 Month
55.38%
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 | |
|---|---|---|
| 0.0365 | 8.69 | |
| 0.1398 | 24.06 | |
| 0.9855 | 828.13 | |
| -0.0540 | -10.74 |
Estimation Period:
Aug 17, 2007 to Mar 5, 2021
Aug 17, 2007 to Mar 5, 2021
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