Cromwell Property Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.96% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6851 | 2.76 | |
| 0.1010 | 8.18 | |
| 0.8770 | 67.89 | |
| -0.3337 | -5.48 | |
| 0.4706 | 5.71 | |
| -0.1734 | -3.83 | |
| 0.0775 | 1.66 | |
| -0.0298 | -0.53 | |
| -0.0387 | -0.88 |
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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