V-Lab
UMH Properties Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:32.22% (+8.23%)
Analysis last updated: Friday, May 3, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1174 | 16.13 | |
| 0.2177 | 21.66 | |
| 0.9146 | 152.03 | |
| -0.0286 | -2.78 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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