Sachem Capital Corp. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.55% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9726 | 3.82 | |
| 0.1585 | 5.41 | |
| 0.8096 | 26.65 | |
| 0.0611 | 1.61 | |
| -0.0934 | -1.89 |
Estimation Period:
Feb 10, 2017 to Feb 6, 2026
Feb 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sachem Capital Corp. Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate