V-Lab: Costar Group Co Ltd GJR-GARCH Volatility Analysis

V-Lab

Costar Group Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:80.34% (+8.47%)

Analysis last updated: Wednesday, July 2, 2025 at 01:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2760	14.32
$α$	0.0730	14.92
$β$	0.9126	268.81
$γ$	-0.0181	-2.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts