Cromwell Property Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.26% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6857 | 2.76 | |
| 0.1009 | 8.18 | |
| 0.8772 | 68.07 | |
| -0.3329 | -5.48 | |
| 0.4699 | 5.71 | |
| -0.1736 | -3.85 | |
| 0.0780 | 1.69 | |
| -0.0311 | -0.56 | |
| -0.0372 | -0.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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