CoStar Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.97% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4956 | 6.23 | |
| 0.0422 | 4.65 | |
| 0.8938 | 35.55 | |
| -0.1727 | -2.44 | |
| 0.1725 | 1.63 | |
| 0.1359 | 1.62 | |
| -0.2833 | -3.50 | |
| 0.2778 | 3.52 | |
| -0.2193 | -2.16 | |
| 0.1411 | 1.19 | |
| -0.0050 | -0.04 | |
| -0.1863 | -1.70 | |
| 0.4059 | 2.52 |
Estimation Period:
Jul 1, 1998 to Feb 6, 2026
Jul 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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