Sachem Capital Corp. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.04% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2299 | 13.24 | |
| 0.1678 | 25.26 | |
| 0.8194 | 119.90 | |
| 0.3480 | 3.53 |
Estimation Period:
Feb 10, 2017 to Feb 6, 2026
Feb 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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