V-Lab: Cromwell Property Group GAS-GARCH Student T Volatility Analysis

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V-Lab

Cromwell Property Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.52% (-0.66%)

Analysis last updated: Wednesday, May 8, 2024 at 04:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.9022	9.10
$α$	0.0784	78.84
$β$	0.9976	3537.44
$ν$	4	62.30

Estimation Period:
Jan 2, 1990 to May 3, 2024