Cromwell Property Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.94% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 7.69 | |
| 0.1320 | 16.11 | |
| 0.9983 | 1,859.02 | |
| -0.0302 | -4.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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