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

V-Lab

Costar Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:85.38% (+10.13%)

Analysis last updated: Wednesday, July 2, 2025 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1233	22.49
$β$	0.6786	33.72
$γ$	-0.0079	-1.22
$λ_{1}$	0.1741	1.96
$λ_{2}$	0.0418	2.34
$λ_{3}$	0.9422	37.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts