V-Lab
Cromwell Property Group GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:29.67% (-0.59%)
Analysis last updated: Tuesday, November 12, 2024 at 07:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 11.38 | |
| 0.0787 | 26.32 | |
| 0.9213 | 336.87 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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