UMH Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.46% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3793 | 4.66 | |
| 0.1298 | 9.70 | |
| 0.7865 | 38.20 | |
| -0.0389 | -1.08 | |
| 0.0763 | 1.54 | |
| -0.0868 | -3.02 | |
| 0.1446 | 5.29 | |
| -0.2084 | -8.32 | |
| 0.2116 | 8.37 | |
| -0.1515 | -6.83 | |
| 0.0640 | 4.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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