UMH Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 19.42 | |
| 0.0656 | 15.29 | |
| 0.8959 | 306.82 | |
| 0.0416 | 4.87 |
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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