Cromwell Property Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.75% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 8.56 | |
| 0.0612 | 14.62 | |
| 0.9253 | 363.27 | |
| 0.0270 | 3.35 |
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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