UMH Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.36% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 19.48 | |
| 0.0656 | 15.29 | |
| 0.8959 | 306.72 | |
| 0.0413 | 4.85 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other UMH Properties Inc Analyses
Other GJR-GARCH Analyses on Real Estate