Cromwell Property Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:27.79% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 8.62 | |
| 0.0617 | 14.60 | |
| 0.9250 | 362.17 | |
| 0.0267 | 3.29 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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