Costar Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 24th, 2019:58.82% (-2.10%)
Volatility Summary Table
Closing Price: | CN¥20.25 | Return: | -0.39% |
Average Week Vol: | 56.67% | Average Month Vol: | 55.66% |
Min Vol: | 26.80% | Max Vol: | 146.84% |
Average Vol: | 60.82% | Vol of Vol: | 55.09% |
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4613 | 4.70 | |
| 0.0451 | 31.76 | |
| 0.9944 | 752.18 | |
| 6 | 8.28 |
Estimation Period:
Dec 3, 2007 to Oct 18, 2019
Dec 3, 2007 to Oct 18, 2019
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