V-Lab: Costar Group Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Costar Group Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:69.68% (+1.35%)

Analysis last updated: Sunday, June 29, 2025 at 03:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.5025	4.11
$α$	0.0663	22.41
$β$	0.9848	231.99
$ν$	5.1633	5.67

Estimation Period:
Dec 3, 2007 to Jun 27, 2025