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

V-Lab

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V-Lab

Costar Group Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:57.04% (+1.51%)

Analysis last updated: Saturday, April 27, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1885	8.52
$α$	0.0809	6.86
$β$	0.8818	47.36
$γ_{1}$	0.0011	0.28

Estimation Period:
Dec 3, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts