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 Monday, May 12th, 2025:33.19% (+2.55%)

Analysis last updated: Sunday, May 11, 2025 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.6664	9.10
$α$	0.0770	78.50
$β$	0.9976	3,588.47
$ν$	4.5096	59.60

Estimation Period:
Jan 2, 1990 to May 9, 2025