V-Lab: UMH Properties Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

UMH Properties Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.69% (-0.70%)

Analysis last updated: Friday, May 9, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3426	4.65
$α$	0.1340	9.89
$β$	0.7760	36.18
$γ_{1}$	-0.0500	-1.34
$γ_{2}$	0.0979	1.91
$γ_{3}$	-0.1113	-3.77
$γ_{4}$	0.1739	6.23
$γ_{5}$	-0.2315	-8.53
$γ_{6}$	0.2131	7.83
$γ_{7}$	-0.1288	-5.40
$γ_{8}$	0.0381	2.24

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

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Volatility Forecasts

Volatility Forecasts