V-Lab: Cromwell Property Group Zero Slope Spline-GARCH Volatility Analysis

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Cromwell Property Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:30.89% (-0.80%)

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
$ω$	0.6795	2.74
$α$	0.1016	8.15
$β$	0.8761	67.23
$γ_{1}$	-0.3374	-5.48
$γ_{2}$	0.4735	5.68
$γ_{3}$	-0.1705	-3.70
$γ_{4}$	0.0720	1.49
$γ_{5}$	-0.0213	-0.37
$γ_{6}$	-0.0463	-1.02

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

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