Cromwell Property Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.05% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 13.92 | |
| 0.1127 | 45.99 | |
| 0.8883 | 533.51 | |
| 0.0440 | 1.05 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Cromwell Property Group Analyses
Other AGARCH Analyses on Real Estate