V-Lab: Costar Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Costar Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:50.10% (-2.27%)

Analysis last updated: Saturday, April 13, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2236	11.50
$α$	0.0835	6.86
$β$	0.8766	45.43
$γ_{1}$	0.0024	2.73

Estimation Period:
Dec 3, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts