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 Friday, November 14th, 2025:33.76% (-0.58%)

Analysis last updated: Friday, November 14, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1296	23.40
$β$	0.6715	33.67
$γ$	-0.0168	-2.58
$λ_{1}$	0.1856	1.94
$λ_{2}$	0.0445	2.32
$λ_{3}$	0.9380	34.89

Estimation Period:
Dec 3, 2007 to Nov 7, 2025

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