Sachem Capital Corp. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.48% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7959 | 3.34 | |
| 0.1606 | 5.62 | |
| 0.8105 | 27.31 | |
| 0.0054 | 0.34 |
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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