Sachem Capital Corp. EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.82% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 16.87 | |
| 0.2786 | 30.03 | |
| 0.9607 | 337.08 | |
| -0.0328 | -3.11 |
Estimation Period:
Feb 10, 2017 to Feb 13, 2026
Feb 10, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sachem Capital Corp. Analyses
Other EGARCH Analyses on Real Estate