V-Lab: Costar Group Co Ltd MF2-GARCH Volatility Analysis

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Costar Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:40.77% (+0.54%)

Analysis last updated: Wednesday, October 15, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1290	23.41
$β$	0.6765	34.71
$γ$	-0.0170	-2.64
$λ_{1}$	0.1716	1.98
$λ_{2}$	0.0409	2.37
$λ_{3}$	0.9430	39.00

Estimation Period:
Dec 3, 2007 to Oct 10, 2025

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