UMH Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.67% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3650 | 4.67 | |
| 0.1305 | 9.65 | |
| 0.7830 | 37.05 | |
| -0.0394 | -1.11 | |
| 0.0761 | 1.56 | |
| -0.0844 | -2.97 | |
| 0.1409 | 5.20 | |
| -0.2050 | -8.32 | |
| 0.2106 | 8.47 | |
| -0.1537 | -7.04 | |
| 0.0671 | 4.45 |
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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