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

V-Lab

Cromwell Property Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:47.07% (-1.80%)

Analysis last updated: Tuesday, June 3, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.9271	9.11
$α$	0.0771	78.74
$β$	0.9976	3,654.33
$ν$	4.4996	59.93

Estimation Period:
Jan 2, 1990 to May 30, 2025