Costar Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 27th, 2020:49.32% (6.39%)
Volatility Summary Table
Closing Price: | CN¥16.84 | Return: | 9.53% |
Average Week Vol: | 44.54% | Average Month Vol: | 47.84% |
Min Vol: | 26.97% | Max Vol: | 148.50% |
Average Vol: | 60.55% | Vol of Vol: | 54.70% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0081 | 4.12 | |
| 0.0497 | 28.79 | |
| 0.9926 | 482.29 | |
| 5 | 6.80 |
Estimation Period:
Dec 3, 2007 to May 22, 2020
Dec 3, 2007 to May 22, 2020
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