V-Lab: BWP Property Group Ltd MF2-GARCH Volatility Analysis

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BWP Property Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:0.03% (-14.54%)

Analysis last updated: Saturday, December 13, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Sep 16, 1998 to Dec 12, 2025

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