Sachem Capital Corp. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.65% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2381 | 15.31 | |
| 0.1319 | 12.11 | |
| 0.8303 | 119.69 | |
| 0.0470 | 1.94 |
Estimation Period:
Feb 10, 2017 to Feb 13, 2026
Feb 10, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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