V-Lab: Cromwell Property Group MF2-GARCH Volatility Analysis

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Cromwell Property Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:29.11% (-0.57%)

Analysis last updated: Friday, December 12, 2025 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0832	20.10
$β$	0.8119	111.60
$γ$	0.0172	2.87
$λ_{1}$	0.2051	3.69
$λ_{2}$	0.8766	68.01
$λ_{3}$	0.0769	4.36

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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