UMH Properties Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.52% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1142 | 16.13 | |
| 0.2147 | 21.82 | |
| 0.9149 | 152.56 | |
| -0.0283 | -2.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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