UMH Properties Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.28% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0949 | 27.31 | |
| 0.7834 | 146.27 | |
| 0.0668 | 11.41 | |
| 0.0235 | 4.68 | |
| 0.0639 | 7.58 | |
| 0.9286 | 92.00 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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