Cromwell Property Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.50% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 7.68 | |
| 0.1319 | 16.11 | |
| 0.9983 | 1,862.49 | |
| -0.0302 | -4.64 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Cromwell Property Group Analyses
Other EGARCH Analyses on Real Estate