UMH Properties Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.70% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 21.55 | |
| 0.0865 | 31.22 | |
| 0.8938 | 307.58 |
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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