Cromwell Property Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.76% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 8.55 | |
| 0.0611 | 14.61 | |
| 0.9253 | 363.29 | |
| 0.0270 | 3.35 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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