Sachem Capital Corp. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.04% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1252 | 18.64 | |
| 0.8286 | 114.81 | |
| 0.0470 | 2.87 | |
| 12.0439 | 28.77 |
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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