V-Lab: UMH Properties Inc GJR-GARCH Volatility Analysis

V-Lab

UMH Properties Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:23.88% (-0.92%)

Analysis last updated: Friday, May 9, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0710	19.21
$α$	0.0666	15.27
$β$	0.8939	299.77
$γ$	0.0435	4.99

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts